VAR modelling and Haavelmo's probability approach to macroeconomic modelling

descriptionPublicationkeyboard_double_arrow_right Article , Part of book or chapter of book 01 Dec 1993 Denmark English Publisher:Springer Science and Business Media LLCJournal:Empirical Economics, volume 18, pages 595-622 (issn: 0377-7332, eissn: 1435-8921,

Copyright policy )

Authors: Juselius, Katarina;

doi: 10.1007/bf01205413 , 10.1007/978-3-642-48742-2_3

VAR modelling and Haavelmo's probability approach to macroeconomic modelling

- Summary
- Metrics

Abstract

Some recent developments in the macroeconometric analysis of time series are discussed in the light of Haavelmo (1944). Experimental design in econometrics is discussed and related to the case of passive observation. The general ideas are illustrated with a analysis of the long-run and short-run structure in Danish monetary data.

Country

Denmark

Related Organizations

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	46
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Top 10%