On the identification of cointegrated systems in small samples : a modelling strategy with an application to UK wages and prices
Year of publication: |
2002
|
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Authors: | Greenslade, Jennifer V. ; Hall, Stephen G. ; Henry, S. G. B. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 26.2002, 9/10, p. 1517-1537
|
Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Lohn-Preis-Spirale | Wage-price spiral | Großbritannien | United Kingdom |
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