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Volumn 21, Issue 4, 1996, Pages 535-555

A spectral decomposition for structural VAR models

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EID: 5844323022     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01180700     Document Type: Article
Times cited : (94)

References (18)
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    • Measure of conditional linear dependence and feedback between time series
    • Geweke J (1984) Measure of conditional linear dependence and feedback between time series. Journal of American Statistical Association 79 : 907-915
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    • Optimal properties of exponentially weighted forecasts
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    • Money, income, and causality
    • Sims Ch (1972) Money, income, and causality. American Economic Review LXII : 540-552
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.