مرکز منطقه ای اطلاع رساني علوم و فناوري - Structural VAR, MARMA and open economy models

Title of article :

Structural VAR, MARMA and open economy models

Author/Authors :

Phoebus J. Dhrymes، نويسنده , , Dimitrios D. Thomakos، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

187

To page :

198

Keywords :

Structural VAR , Structural MARMA , Open economy macro , Rational expectations , Just- and over-identification , Lagrangemultipliers

Journal title :

International Journal of Forecasting

Serial Year :

1998

Journal title :

International Journal of Forecasting

Record number :

178768

Link To Document :