Permanent-transitory Decomposition in Var Models With Cointegration and Common Cycles

• 1 September 2000
• journal article
• Published by Wiley in Oxford Bulletin of Economics and Statistics
• Vol. 62  (4) , 511-532
• https://doi.org/10.1111/1468-0084.00185

Abstract

Keywords

• MODELS
• COINTEGRATION
• VAR
• STRUCTURES
• TRANSITORY DECOMPOSITION
• PERMANENT TRANSITORY
• COMMON FEATURE