Fachin, Stefano - In: Applied Economics Letters 2 (1995) 9, pp. 308-310
The Johansen and Juselius (1990) data on the money demand in Finland are re-examined through the Box-Tiao (1977) canonical correlation procedure, and the existence of stationary cointegrating vectors tested through the bootstrap. The conclusions reached are that (1) the Johansen and Juselius...