A Structured VAR for Denmark under Changing Monetary Regimes

Katarina Juselius

Journal of Business & Economic Statistics, 1998, vol. 16, issue 4, 400-411

Abstract: Using recently developed statistical tools for analyzing cointegrated I(2) data, this article models money, income, prices, and interest rates in Denmark. The final model describes the dynamic adjustment to short-run changes of the process, to deviations from long-run steady states, and to several political interventions. It provides new insights about the effects of the liberalization of trade and capital in a small open European economy.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:16:y:1998:i:4:p:400-411

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