Tid: fredagen den 14 december 2000 kl 1115-1200 (OBS! Dag och tid)
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Oskar Lagergren Bjursten
Titel: A cointegration approach to the dynamics of savings.
Sammanfattning:
Based on the theory of vector autoregressive processes and cointegration, two different models are used to find cointegrating relationships of the aggregate private savings in Sweden. Prediction using the error correction model is performed after the establishment of the cointegrating relationships.