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
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Access Statistics for this paper

More papers in Computing in Economics and Finance 2002 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().