A Structured VAR for Denmark Under Changing Monetary Regimes
Bibliographic Data
| ID | 19420172 |
|---|---|
| Authors | Katarina Juselius (University of Copenhagen, corresponding author) |
| Year | 1998 |
| Volume | 16 |
| Issue | 4 |
| Pages | 400-411 |
| Publication date | 1998-10-01 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/07350015.1998.10524780 |
| OpenAlex | W1977543033 |
| Language | EN |
| Citations received | 4 |
| References cited | 24 |
Using recently developed statistical tools for analyzing cointegrated 1(2) data, this article models money, income, prices, and interest rates in Denmark. The final model describes the dynamic adjustment to short-run changes of the process, to deviations from long-run steady states, and to several political interventions. It provides new insights about the effects of the liberalization of trade and capital in a small open European economy
Capital flows · Cointegration · Econometrics · Economics · Interest rate · International economics · Liberalization · Macroeconomics · Monetary economics · Monetary policy · Small open economy · Economic Theory and Policy · Global Financial Crisis and Policies · Monetary Policy and Economic Impact
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Pc-Give
| Citations per year | 0.14 |
|---|---|
| Citation span | 1998 - 2026 (29) |
| Highly cited | No |