A Principal-Components Variance Decomposition of Monthly and quarterly Vector Autoregressive Models of the U.S. Economy

Baoline Chen and Peter Zadrozny

No 158, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: VAR macromodelling; data-absed variance decompositions (search for similar items in EconPapers)
JEL-codes: C3 C6 (search for similar items in EconPapers)
Date: 2002-07-01

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Persistent link: http://EconPapers.repec.org/RePEc:sce:scecf2:158

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