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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren, (2021)
Some exact and inexact linear rational expectation models in vector autoregressive models
Swensen, Anders Rygh, (2014)
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico, (2014)
A note on the power of bootstrap unit root tests
Swensen, Anders Rygh, (2003)
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh, (2011)
Testing for purchasing power parity and interest rate parities on Norwegian data
Jore, Anne Sofie, (1998)