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Analysis of delays in the econometric model

Authors :
Arlt, Josef
Radkovský, Štěpán
Publication Year :
2000
Publisher :
Česká národní banka, 2000.

Abstract

The study deals with the detection time delay chrakter econometric model captures the relationship between the time series. In three parts includes the mean delay, delay variance, transforming time series analysis of the relationship and the time delay between the time series of interest rates.

Details

Language :
Czech
Database :
OpenAIRE
Accession number :
edsair.od......2186..4246b2dc91b90e20aaefa05f5625e06e