PERMANENT-TRANSITORY DECOMPOSITION IN VAR MODELS WITH COINTEGRATION AND COMMON CYCLES.

Autor: Hecq, Alain1, Palm, Franz C.1, Urbain, Jean-Pierre1
Zdroj: Oxford Bulletin of Economics & Statistics. Sep2000, Vol. 62 Issue 4, p511. 22p. 2 Charts, 5 Graphs.
Databáze: Business Source Ultimate