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A structural cointegrating VAR approach to macroeconomic modelling

By A. Garratt, K. Lee and Cambridge Univ. (United Kingdom). Dept. of Applied Economics

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9823) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Topics: 05D - Economics, economic theory, PROBABILITY FORECASTS, PERSISTENCE PROFILES
Year: 1998
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