Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models

by Søren Johansen and Anders Rygh Swensen

Year of publication:	[2021]
Authors:	Johansen, Søren ; Swensen, Anders Rygh
Publisher:	Copenhagen, Denmark : Department of Economics, University of Copenhagen
Subject:	Abstract \| Exact rational expectations \| Cointegrated VAR model \| Reduced rank regression \| Adjustment coefficients \| Rationale Erwartung \| Rational expectations \| VAR-Modell \| VAR model \| Kointegration \| Cointegration \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis

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