Noncausal vector autoregression

Research output: Working paperDiscussion paperScientific

Abstract

Tiivistelma: Ei-kausaalinen vektoriautoregressiivinen malli
Original languageEnglish
Place of PublicationHelsinki
PublisherBank of Finland
Number of pages61
ISBN (Print)978-952-462-520-3
ISBN (Electronic)978-952-462-521-0
Publication statusPublished - 2009
MoE publication typeD4 Published development or research report or study

Fields of Science

  • 112 Statistics and probability
  • korko
  • aikarakenne
  • uskottavuus
  • estimointi
  • 511 Economics

Cite this

Lanne, M., & Saikkonen, P. (2009). Noncausal vector autoregression. (Bank of Finland Research Discussion Papers; No. 18/2009). Helsinki: Bank of Finland.