Shocking Stories

The paper provides a survey of methods that decompose multivariate series into permanent and transitory components by using ideas drawn from the co‐integration literature. We adopt a two stage procedure to effect the decomposition. In the first stage a basic set of permanent and transitory component...

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Veröffentlicht in:	Journal of economic surveys 1998-12, Vol.12 (5), p.507-532
Hauptverfasser:	Levtchenkova, S., Pagan, A. R., Robertson, J. C.
Format:	Artikel
Sprache:	eng
Schlagworte:	Correlation Economic shock Empirical research Matrix algebra Multivariate analysis Structural analysis
Online-Zugang:	Volltext
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