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- 2004616355 contributor B10094787.
- 2004616355 contributor B10094788.
- 2004616355 contributor B10094789.
- 2004616355 created "[2004]-".
- 2004616355 date "2004".
- 2004616355 date "[2004]-".
- 2004616355 dateCopyrighted "[2004]-".
- 2004616355 description "Includes bibliographical references.".
- 2004616355 description "Mode of access: World Wide Web.".
- 2004616355 description "System requirements: Adobe Acrobat Reader.".
- 2004616355 hasFormat "Also available in print.".
- 2004616355 identifier wp631.html.
- 2004616355 identifier wp631.pdf.
- 2004616355 isFormatOf "Also available in print.".
- 2004616355 isPartOf "Working paper (Federal Reserve Bank of Minneapolis : Online) ; 631.".
- 2004616355 isPartOf "Working paper / Federal Reserve Bank of Minneapolis, Research Dept. ; 631".
- 2004616355 issued "2004".
- 2004616355 issued "[2004]-".
- 2004616355 language "eng".
- 2004616355 publisher "[Minneapolis, MN] : Federal Reserve Bank of Minneapolis, Research Dept.,".
- 2004616355 relation "Also available in print.".
- 2004616355 requires "Mode of access: World Wide Web.".
- 2004616355 requires "System requirements: Adobe Acrobat Reader.".
- 2004616355 subject "Autoregression (Statistics)".
- 2004616355 subject "Business cycles Mathematical models.".
- 2004616355 subject "HB1".
- 2004616355 title "A critique of structural VARs using real business cycle theory [electronic resource] / V.V. Chari, Patrick J. Kehoe, Ellen McGrattan.".
- 2004616355 title "Are structural VARs useful guides for developing business cycle theories <June 2004>".
- 2004616355 title "Economic test of structural VARs <May 2004>".
- 2004616355 type "text".