VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling

Preprint
Publisher Website
Google Scholar
    • preprint
      • Published in RePEc
Abstract
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.
All Related Versions

This publication has 0 references indexed in Scilit: