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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

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Maximum likelihood estimation and inference on cointegration : with applications to the demand for money

Johansen, Søren - In: Oxford bulletin of economics and statistics 52 (1990) 2, pp. 169-210

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Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data

Johansen, Søren (contributor); … - 2001

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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

Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland

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An invariance property of the common trands under linear transformations of the data

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An invariance property of the common trends under linear transformations of the data

Johansen, Søren; Jusélius, Katarina - 2010

Persistent link: https://www.econbiz.de/10008699006

Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression

Hoover, Kevin D.; Johansen, Søren; Jusélius, Katarina - In: The American economic review 98 (2008) 2, pp. 251-255

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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression

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Allowing the Data to Speak Freely : The Macroeconometrics of the Cointegrated Vector Autoregression

Hoover, Kevin D. - 2008

An explication of the key ideas behind the Cointegrated Vector Autoregression Approach. The CVAR approach is related to Haavelmo's famous quot;Probability Approach in Econometricsquot; (1944). It insists on careful stochastic specification as a necessary groundwork for econometric inference and...

Persistent link: https://www.econbiz.de/10012726093