scientific article; zbMATH DE number 1432780
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Publication:4947391
zbMath0954.91046MaRDI QIDQ4947391
Publication date: 17 April 2000
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VARGranger causalityWold decompositioncommon componentsaggregation of time seriesmicroeconomic parameters
Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Macroeconomic theory (monetary models, models of taxation) (91B64)
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