Cointegration, exogeneity, and policy analysis: an overview

This overview describes the concepts of cointegration and exogeneity, focusing on analytical structure, statistical inference, and implications for policy analysis. Examples help clarify the concepts. The remainder of the overview summarizes the articles in a special issue of the Journal of Policy Modeling entitled Cointegration, Exogeneity, and Policy Analysis.

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Year of publication:	1991
Authors:	Ericsson, Neil R.
Institutions:	Federal Reserve Board (Board of Governors of the Federal Reserve System)
Subject:	Econometric models

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Extent:	text/html application/pdf
Series:	International Finance Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 415
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005498806