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Structural FECM : cointegration in large-scale structural Favar models

Anindya Banerjee

Publication Data

Title Structural FECM : cointegration in large-scale structural Favar models
Author Anindya Banerjee
Contributors Massimiliano Marcellino, Igor Masten, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Topics

Cointegration
Time-series analysis

Catalogue Data

OBNB ID GBB5D8545
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 30 pages
P1042 Includes bibliographical references.

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Structural FECM : cointegration in large-scale structural Favar models by Anindya Banerjee. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.