VAR modelling and Haavelmo's probability approach to macroeconomic modelling
Research output: Contribution to journal › Journal article › Research › peer-review
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
| Original language | English |
|---|---|
| Journal | Empirical Economics |
| Volume | 18 |
| Issue number | 4 |
| Pages (from-to) | 595-622 |
| ISSN | 0377-7332 |
| DOIs | |
| Publication status | Published - 1993 |
ID: 157429