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Empirical Identification of the Vector Autoregression: The Causes and Effects of US M2 *

Kevin D. Hoover, Selva Demiralp, and Stephen J. Perez

in The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.003.0002
Subject:
Economics and Finance, Econometrics

The M2 monetary aggregate is monitored by the Federal Reserve, using a broad brush theoretical analysis and an informal empirical analysis. This chapter illustrates empirical identification of an ... More


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