### Table 6: Residual correlation matrix of the vector error correction model (II).

"... In PAGE 11: ... As far as the short-run adjustments are concerned the outcome is almost exactly the same with one substantial exception: the two quarter lagged in ation rate has now a direct in uence on output growth, hence we get an addi- tional feedback relation between in ation and output growth. Table6 gives the corresponding residual correlation matrix and again contemporaneous correlations between the variables can be neglected. These ndings lead to the conclusion that the structure of the system is rather stable since the inclusion of the data for the uni ed Germany does not change the causal relations of the variables very much and the point estimates for the corresponding coe cients are very similar.... ..."

### Table 4: Residual correlation matrix of the vector error correction model (I).

"... In PAGE 9: ... Besides that feedback relations exist between money growth and output growth, money growth and interest rate changes, while all the other relations are unidirectional. As one can see from Table4 there is no (strong) evidence for contemporaneous correlation in this speci cation, i.e.... ..."

### Table 7: Eigenvalues of Residual Covariance Matrix from Vector Autoregressive

in Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison

1999

Cited by 2

### Table 8: Eigenvalues of Residual Covariance Matrix from Vector Autoregressive

in Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison

1999

"... In PAGE 45: ... Table8 repeats this calculation for the (24x1) covariance matrix of the white noise process driving the Nordpool spot prices. This table is very different from the one for the E amp;W prices.... ..."

Cited by 2

### Table 9: Eigenvalues of Residual Covariance Matrix from Vector Autoregressive

in Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison

1999

Cited by 2

### Table 7: Eigenvalues of Residual Covariance Matrix from Vector Autoregressive

### Table 8: Eigenvalues of Residual Covariance Matrix from Vector Autoregressive

"... In PAGE 46: ... Table8 repeats this calculation for the (24x1) covariance matrix of the white noise process driving the Nordpool spot prices. This table is very different from the one for the E amp;W prices.... ..."

### Table 9: Eigenvalues of Residual Covariance Matrix from Vector Autoregressive

### Table 3. A comparison of the standard deviations of the residuals with scalar and vector calibrations for the result of figure 9.

1999

"... In PAGE 11: ... In the bottom plot, the corresponding residuals for the scalar field, which is the cost function that has been minimized after squaring and summing, areshown. Table3 comparestheindividualsigmas for the residuals found in a vector calibration and in a scalar calibration. The sensitivities and non-orthogonality angles are calculated by using (11b) and (7).... ..."

Cited by 2

### Table 8. The First Four Eigen Vectors of the Covariance Matrix of Residuals

1995