Browsing by Author "Juselius, K"

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Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression

Hoover, KD; Johansen, S; Juselius, K (American Economic Review, 2008-05-01)
Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression

Hoover, KD; Juselius, K (Univ. of Copenhagen Dept. of Economics Discussion Paper, 2012-11-05)

The paper provides a careful, analytical account of Trygve Haavelmo's unsystematic, but important, use of the analogy between controlled experiments common in the natural sciences and econometric techniques. The experimental ...