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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, Kevin D., (2008)
Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data
JOHANSEN, Soren, (2001)
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
Johansen, Soren, (2001)