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On the construction of two-country cointegrated VAR models with an application to the UK and US
Heinlein, Reinhold, (2012)
Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?
Heinlein, Reinhold, (2011)
Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
Krolzig, Hans-Martin, (2013)