Øster Farimagsgade 5
1353 Copenhagen K.
University of Copenhagen - Department of Economics
in Total Papers Downloads
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financial crisis, academic moral hazard, ethic responsibility of researchers
cointegrated vector autoregression, VAR, CVAR, cointegration, Johansen, Juselius, Haavelmo, time-series models, Walrasian methodology, Marshallian methodology
DSGE, RBC, cointegrated VAR
PPP puzzle, long swings, imperfect knowledge, rational expectations hypothesis
PPP puzzle, Long Swings, Imperfect Knowledge, Rational Expectations
Trygve Haavelmo, experiments, passive observation, CVAR, scenario analysis, probability approach, econometrics
Balassa-Samuelson effect, noninal and real convergence, unemployment dynamics, purchasing power parity, cointegrated VAR
economic crisis, Dahlem report, CVAR approach, theory-first, reality-first, imperfect knowledge expectations, non-stationary data
Inflation Target, Monetary Instruments, Control Rules
Balassa-Samuelson effect, nominal and real convergence, unemployment dynamics, purchasing power parity, cointegrated VAR
CVAR, pre-eminence of theory, general-to-specific, empirical macroeconomic methodology
Financial markets, Speculation, Long Swings, Imperfect Knowledge, CVAR
foreign aid, Africa, transmission channels, unit roots, Cointegrated VAR, Tanzania, Ghana
Aggregation, Flexible weights, Eurowide money demand, Cointegration
aggregation, flexible weights, Eurowide money demand, cointegration
Haavelmo, CVAR, autonomy, identification, passive observations
PPP puzzle, Forward premium puzzle, cointegrated VAR, likelihood inference
Cointegration Vectors, Common Trends, Prediction Errors
Long swings, Imperfect Knowledge, I(2) analysis, Self-reinforcing feed-back
Partial Adjustment Models, Cointegrated VAR, Intervention Dummies, Data Transformations, Identification
Theory-Consistent CVAR, Expectations, International Puzzles, Long Swings, Persistence, Imperfect Knowledge
Theory-Consistent CVAR, Imperfect Knowledge, Theory-Based Expectations, International Puzzles, Long Swings, Persistence
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