Statistical Issues in Macroeconomic Modelling*

DOI10.1111/1467-9469.00280zbMath1017.62126OpenAlexW2134550256MaRDI QIDQ4416172

Eilev S. Jansen

Publication date: 7 August 2003

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/2500396

zbMATH Keywords

dynamic modellingencompassingaggregate consumptionHaavelmo distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Econometric inflation targeting

Cites Work

• Statistical analysis of cointegration vectors
• Cointegration in partial systems and the efficiency of single-equation analysis
• On the formulation of empirical models in dynamic econometrics
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
• Unnamed Item

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