Documents 2002/5

Evidence from VAR models and recursive methods

Expectations and regime robustness in price formation

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About the publication

Title

Expectations and regime robustness in price formation. Evidence from VAR models and recursive methods

Authors

Pål Boug, Ådne Cappelen, Anders Rygh Swensen

Series and number

Documents 2002/5

Publisher

Statistics Norway, Research department

Topic

Methods and documentation

Number of pages

46

Language

English

About Documents

Documentation, descriptions of methods, models and standards are published in the series Documents.

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