BVAR models with economic priors: An application to the propagation of U.S. regional cycles to Canada

Author:

Racette Daniel,Raynauld Jacques

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference31 articles.

1. Altonji JG, Ham JC (1985) Employment variation in Canada: The role of external, national, regional, and industry factors. Working Paper, Columbia University, Department of Economics

2. Anderson PA (1979) Help for the regional economic forecaster: Vector-autoregression. Federal Reserve Bank of Minneapolis Quarterly Review 3:2?7

3. Bernanke B (1986) Alternative explanations of the money-income correlation. In: Brunner K, Meltzer AH (eds) Carnegie-Rochester Conference Series on Public Policy, North-Holland, Amsterdam

4. Brown SJ, Coulson NE, Engle RF (1990) Non-cointegration and econometric evaluation of models of regional shift and share. Working paper No 3291, National Bureau of Economic Research

5. Doan T, Litterman R. B. (1986) User's manual RATS 2.0, VAR econometrics, Minneapolis

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