Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006
US and European interest rates.
JEL Code: C32.
Keywords: mixture normal distribution, cointegration, vector … variables are integrated or cointegrated,
long-run restrictions may also be derived from the cointegration properties of
the … considered, the number of shocks with transitory efiects
is often assumed to be identical to the number of cointegration …