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Trends and Cycles: How Important Are Long-and Short-Run Restrictions? The Case of Mexico
The document presents a test for the existence of binding long- and short-run (common trend-common cycle) restrictions in the dynamics of a set of Mexican macroeconomic variables. These restrictions are imposed in a VAR to decompose the series into their permanent and transitory components. The anal...
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| Vydáno v: | Estudios Económicos |
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| Hlavní autoři: | , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
El Colegio de México, A.C.
2003
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| Témata: | |
| On-line přístup: | https://www.redalyc.org/articulo.oa?id=59718105 |
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