Structural analysis of vector error correction models with exogenous I (1) variables
M. Hashem Pesaran; Yongcheol Shin; Richard J. Smith
| Year of publication: |
2000
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Shin, Yongcheol ; Smith, Richard J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 97.2000, 2, p. 293-343
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Zinsparität | Interest rate parity | Schätzung | Estimation | Großbritannien | United Kingdom | 1972-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001496593