VAR modelling and Haavelmo's probability approach to macroeconomic modelling

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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
TidsskriftEmpirical Economics
Udgave nummer4
Sider (fra-til)595-622
StatusUdgivet - 1993

Bibliografisk note

JEL Classification: B23

ID: 157429