Structural analysis with multivariate autoregressive index models :: Andrea Carriero :: Centre for Economic Policy Research :: OBNB, the Open British National Bibliography

Publication Data

Title Structural analysis with multivariate autoregressive index models
Author Andrea Carriero
Contributors G. Kapetanios, Massimiliano Marcellino, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 0000
Publication location London, UK

Descriptive Notes

"Submitted 01 September 2015."

Topics

Monetary policy :: Economic aspects :: Econometric models
Economic forecasting :: Econometric models
Autoregression (Statistics)

Catalogue Data

OBNB ID GBB625908
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 37 pages, 13 unnumbered pages
P1042 Includes bibliographical references.

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Structural analysis with multivariate autoregressive index models by Andrea Carriero. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.