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Global and National Macroeconometric Modelling

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Publication:3435254
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DOI10.1093/0199296855.001.0001zbMath1116.91003OpenAlexW2504099861MaRDI QIDQ3435254

M. Hashem Pesaran, Anthony Garratt, Yongcheol Shin, K. C. Lee

Publication date: 25 April 2007

Full work available at URL: https://doi.org/10.1093/0199296855.001.0001


zbMATH Keywords

identificationprobability forecastingvector autoregressive modelsshort-run dynamics


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Macroeconomic theory (monetary models, models of taxation) (91B64)


Related Items (5)

Pairwise Tests of Purchasing Power Parity ⋮ Econometric analysis of structural systems with permanent and transitory shocks ⋮ Modelling and forecasting government bond spreads in the euro area: a GVAR model ⋮ Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy ⋮ Infinite-dimensional VARs and factor models







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