Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
Year of publication: |
2013
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Authors: | Krolzig, Hans-Martin ; Heinlein, Reinhold |
Publisher: |
Canterbury : University of Kent, School of Economics |
Subject: | Multi-country modelling | Cointegration | Common trends | Structural VAR | Synchronization | Exchange rate | International Economics |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 776071823 [GVK] hdl:10419/105700 [Handle] RePEc:ukc:ukcedp:1323 [RePEc] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; F41 - Open Economy Macroeconomics |
Source: |
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Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
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Symmetry and separability in two-country cointegrated VAR models : representation and testing
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