You are looking at  1-2 of 2 articles  for:

  • Macroeconomics and Monetary Economics x
Clear All

View:

Nonlinear Models in Macroeconometrics  

Timo Teräsvirta

Many nonlinear time series models have been around for a long time and have originated outside of time series econometrics. The stochastic models popular univariate, dynamic ... More

The Cointegrated VAR Methodology  

Katarina Juselius

The cointegrated VAR approach combines differences of variables with cointegration among them and by doing so allows the user to study both long-run and short-run effects in the same ... More

View: