Vector autoregressive moving average identification for macroeconomic modeling: A new methodology

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)468 - 484
Number of pages17
JournalJournal of Econometrics
Volume192
Issue number2
DOIs
Publication statusPublished - 2016

Cite this

@article{99fe78eb3ecc4066946efc62e5bba125,
title = "Vector autoregressive moving average identification for macroeconomic modeling: A new methodology",
author = "Poskitt, {Don Stephen}",
year = "2016",
doi = "10.1016/j.jeconom.2016.02.011",
language = "English",
volume = "192",
pages = "468 -- 484",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",
number = "2",

}

Vector autoregressive moving average identification for macroeconomic modeling: A new methodology. / Poskitt, Don Stephen.

In: Journal of Econometrics, Vol. 192, No. 2, 2016, p. 468 - 484.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Vector autoregressive moving average identification for macroeconomic modeling: A new methodology

AU - Poskitt, Don Stephen

PY - 2016

Y1 - 2016

U2 - 10.1016/j.jeconom.2016.02.011

DO - 10.1016/j.jeconom.2016.02.011

M3 - Article

VL - 192

SP - 468

EP - 484

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -