Does cointegration matter? An analysis in a RBC perspective
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- Laura Bisio & Andrea Faccini, 2010. "Does Cointegration Matter? An Analysis in a RBC Perspective," Working Papers 133, University of Rome La Sapienza, Department of Public Economics.
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More about this item
Keywords
RBC; SVAR; SVEC model; cointegration;JEL classification:
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-05-22 (All new papers)
- NEP-BEC-2010-05-22 (Business Economics)
- NEP-DGE-2010-05-22 (Dynamic General Equilibrium)
- NEP-ECM-2010-05-22 (Econometrics)
- NEP-MAC-2010-05-22 (Macroeconomics)
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