Testing the Nominal-to-Real Transformation.
Year of publication: |
2002-03
|
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Authors: | Kongsted, Hans Christian |
Institutions: | Økonomisk Institut, Københavns Universitet |
Subject: | cointegration | stochastic trend | I(2) | price homogeneity | Monto Carlo experiment |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 02-06 26 pages |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; E41 - Demand for Money |
Source: |
-
Analyzing I(2) Systems by Transformed Vector Autoregressions
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