Jump to ContentJump to Main Navigation

You are looking at 1-2 of 2 items

  • Keywords: cointegrated vector autoregressive model x
Clear All Modify Search

View:

Imperfect Knowledge, Asset Price Swings, and Structural Slumps: A Cointegrated Vector Autoregressive Analysis of Their Interdependence

Katarina Juselius

in Rethinking Expectations: The Way Forward for Macroeconomics

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691155234
eISBN:
9781400846450
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691155234.003.0011
Subject:
Economics and Finance, Macro- and Monetary Economics

This chapter examines the relationship between speculation in the currency markets and aggregate activity in the real economy by drawing on the Structural Slumps theory and the theory of Imperfect ... More


Bayesian Inference in Dynamic Econometric Models

Luc Bauwens, Michel Lubrano, and Jean-François Richard

Published in print:
2000
Published Online:
September 2011
ISBN:
9780198773122
eISBN:
9780191695315
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198773122.001.0001
Subject:
Economics and Finance, Econometrics

This book contains an up-to-date coverage of the last twenty years of advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in ... More


View: