Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Year of publication: |
2008
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Authors: | Hoover, Kevin D. ; Johansen, Søren ; Jusélius, Katarina |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 98.2008, 2, p. 251-255
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Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Wissenschaftliche Methode | Scientific method | Kaufkraftparität | Purchasing power parity | Makroökonomik | Macroeconomics | Theorie | Theory | Deutschland | Germany | USA | United States |
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