PERMANENT-TRANSITORY DECOMPOSITION IN VAR MODELS WITH COINTEGRATION AND COMMON CYCLES.
Autor: | Hecq, Alain1, Palm, Franz C.1, Urbain, Jean-Pierre1 |
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Zdroj: | Oxford Bulletin of Economics & Statistics. Sep2000, Vol. 62 Issue 4, p511. 22p. 2 Charts, 5 Graphs. |
Databáze: | Business Source Ultimate |
Externí odkaz: |