VAR modelling and Haavelmo's probability approach to macroeconomic modelling

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

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
OriginalsprogEngelsk
TidsskriftEmpirical Economics
Vol/bind18
Udgave nummer4
Sider (fra-til)595-622
ISSN0377-7332
DOI
StatusUdgivet - 1993

Bibliografisk note

JEL Classification: B23

ID: 157429