VAR modelling and Haavelmo's probability approach to macroeconomic modelling

Katarina Juselius

doi:10.1007/BF01205413

VAR modelling and Haavelmo's probability approach to macroeconomic modelling

Katarina Juselius

Department of Economics

Research output: Contribution to journal › Journal article › Research › peer-review

26 Citations (Scopus)

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 a analysis of the long-run and short-run structure in Danish monetary data

Original language	English
Journal	Empirical Economics
Volume	18
Issue number	4
Pages (from-to)	595-622
ISSN	0377-7332
DOIs	https://doi.org/10.1007/BF01205413
Publication status	Published - 1993

Access to Document

10.1007/BF01205413

Cite this

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title = "VAR modelling and Haavelmo's probability approach to macroeconomic modelling",

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 a analysis of the long-run and short-run structure in Danish monetary data",

author = "Katarina Juselius",

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AB - 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 a analysis of the long-run and short-run structure in Danish monetary data

U2 - 10.1007/BF01205413

DO - 10.1007/BF01205413

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SP - 595

EP - 622

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SN - 0377-7332

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