BVAR models in the context of cointegration

Alvarez, Luis J.
BVAR models in the context of cointegration : a Monte Carlo experiment / Luis J. Alvarez and Fernando C. Ballabriga - Madrid : Banco de España.Servicio de Estudios, 1994 - 41 p. - Documento de Trabajo / Banco de España No. 9405 .

84-7793-288-3


ECONOMETRIA
MODELOS ECONOMETRICOS

ECONOMIA

330.015 195 / A473