Siliverstovs, Boriss (contributor); Engsted, Tom (contributor) - 2002 - [Elektronische Ressource]
. Multicointegration was originally defined by Granger and Lee
(1989, 1991) and refers to the case where the underlying I(1) variables are … way of modeling the interactions between stock and flow
variables. Granger and Lee consider the case where the two I(1 … in Granger and Lee (1989, 1991), the multicointegrating restrictions are likely to occur
in stock-flow models, where both …