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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression. (2007). juselius, katarina ; Johansen, Soren ; Hoover, Kevin.
In: Discussion Papers.
RePEc:kud:kuiedp:0735.

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  1. The dollar–euro exchange rate and monetary fundamentals. (2018). Beckmann, Joscha ; Pilbeam, Keith ; Glycopantis, Dionysius.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1335-1.

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  2. “Fiscal sustainability and fiscal shocks in a dollarized and oil-exporting country: Ecuador”. (2013). Gómez-Puig, Marta ; Maria Lorena Mari Del Cristo, ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201306.

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  3. Fiscal dynamics in a dollarized, oil-exporting country: Ecuador. (2013). Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria Lorena Mari Del Cristo, .
    In: Working Papers.
    RePEc:aee:wpaper:1306.

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  4. Memory of Recessions. (2010). Cross, Rod ; Pokrovskii, A. V. ; McNamara, H..
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:171.

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  5. Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics. (2009). Colander, David.
    In: Middlebury College Working Paper Series.
    RePEc:mdl:mdlpap:0912.

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  6. Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model. (2008). Møller, Niels ; Moller, Niels Framroze.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:7460.

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  7. Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model. (2008). Møller, Niels ; Moller, Niels Framroze.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:7283.

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References

References cited by this document

  1. Colander, David, editor. (2006) Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Cambridge: Cambridge University Press.

  2. Dennis, Jonathan G., Katarina Juselius, Søren Johansen, and Henrik Hansen. (2006) CATS in RATS: Cointegration Analysis of Time Series, software. Evanston, IL: Estima.
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  3. Frydman, Roman and Michael D. Goldberg. (2007) Imperfect Knowledge Economics: Exchange Rates and Risk. Princeton: Princeton University Press.
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  4. Haavelmo, Trygve. (1944) The Probability Approach in Econometrics, Econometrica 12, supplement.
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  5. Hendry, David F. (1995) Dynamic Econometrics. Oxford: Oxford University Press.
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  6. Hoover, Kevin D. (2006) The Past as Future: The Marshallian Approach to Post Walrasian Econometrics, in Colander (2006), pp. 239-257.
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  7. Ireland, Peter (2004) A Method for Taking Models to the Data. Journal of Economic Dynamics & Control, 28:1205-1226.

  8. Johansen, Søren (1996) Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press.
    Paper not yet in RePEc: Add citation now

  9. Johansen, Søren, Katarina Juselius, Roman Frydman, and Michael D. Goldberg. (2007) Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate, unpublished manuscript.

  10. Johansen, Søren. (2006) Confronting the Economic Model with the Data, in Colander (2006), pp. 287-300.
    Paper not yet in RePEc: Add citation now

  11. Juselius, Katarina and Massimo Franchi (2007) Taking a DSGE Model to the Data Meaningfully. EconomicsThe Open-Access, Open-Assessment E-Journal.

  12. Juselius, Katarina and Søren Johansen. (2006) Extracting Information from the Data: A European View on Empirical Macro, in Colander (2006) pp. 301-334.
    Paper not yet in RePEc: Add citation now
  13. Juselius, Katarina. (2006) The Cointegrated VAR Model. Oxford: Oxford University Press. Juselius, Katarina. (forthcoming) The PPP puzzle: What the Data Tell When Allowed to Speak, in Patterson, Kerry, editor. The Handbook of Applied Econometrics. London: Palgrave.
    Paper not yet in RePEc: Add citation now
  14. Mizon, Grayham E. (1995) Progressive Modeling of Macroeconomic Time Series: The LSE Methodology, in Kevin D. Hoover (ed.) Macroeconometrics: Developments, Tensions and Prospects. Boston: Kluwer, pp. 107-170.
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Cocites

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  49. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression. (2007). juselius, katarina ; Johansen, Soren ; Hoover, Kevin.
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