On the relationship between the value of the mark and German production

This study employs Johansen's cointegration technique to determine the long-run relationship between exchange value of the DM and German production. It is shown that depreciation of the DM has a long-run expansionary impact on German production. This conclusion is based on a new method of selecting the order of VAR and the appropriate cointegrating vector simultaneously.

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Year of publication:	2001
Authors:	Anker, Peter ; Bahmani-Oskooee, Mohsen
Published in:	Applied Economics. - Taylor & Francis Journals, ISSN 0003-6846. - Vol. 33.2001, 12, p. 1525-1530
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009210079