Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods

Pål Boug (), Ådne Cappelen and Anders Swensen

Empirical Economics, 2006, vol. 31, issue 4, 845 pages

Keywords: Expectations; Export prices; LQAC-model; VAR model; EqCM-model; Lucas critique; C51; C52; D84; E31 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (11)

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DOI: 10.1007/s00181-006-0056-7

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