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Identification of the long-run and the short-run structure an application to the ISLM model
Johansen, Soren, (1994)
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, Kevin D., (2008)
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
Johansen, Soren, (2001)