Generalized impulse response analysis in linear multivariate models (Q1128549)
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scientific article; zbMATH DE number 1189857
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| English | Generalized impulse response analysis in linear multivariate models |
scientific article; zbMATH DE number 1189857 |
Statements
Generalized impulse response analysis in linear multivariate models (English)
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13 August 1998
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generalized impulse responses
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forecast error variance decompositions
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VAR
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cointegration
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0.93877155
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0.8670956
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0.86509264
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0.8623214
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0.86133933
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