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VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
Discussion Papers from University of Copenhagen. Department of Economics
Some recent developments in the macroeconometric analysis of time series are discussed in the light of Haavelmo (1944). Experimental design in econometrics is discussed and related to the case of passive observation. The general ideas are illustrated with an analysis of the long-run and short-run structure in Danish monetary data.
Keywords: Haavelmo; macroeconometric time series modelling; multivariate cointegration; nonstationary time series (search for similar items in EconPapers)
JEL-codes: B23 C51 C32 (search for similar items in EconPapers)
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Published in: Empirical Economics, 1993, 18(4) pp 595-622
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Persistent link: http://EconPapers.repec.org/RePEc:kud:kuiedp:9305
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