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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK
Johansen, Søren; Jusélius, Katarina - 1990
Persistent link: https://www.econbiz.de/10000786481
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Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
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Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001592931
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Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520
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Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem; Schuermann, Til; Weiner, Scott M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 129-181
Persistent link: https://www.econbiz.de/10002037011
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A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren; Lütkepohl, Helmut - In: Econometric theory 21 (2005) 3, pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
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Testing the CVAR in the fractional CVAR model
Johansen, Søren; Nielsen, Morten Ørregaard - 2017
Persistent link: https://www.econbiz.de/10011750373
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Testing the CVAR in the fractional CVAR model
Johansen, Søren; Nielsen, Morten Ørregaard - 2017
Persistent link: https://www.econbiz.de/10011751196