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Recursive estimation in cointegrated VAR-models
Hansen, Henrik; Johansen, Søren - 1992
Persistent link: https://www.econbiz.de/10000851441
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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974037
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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974051
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Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland
Johansen, Søren; Jusélius, Katarina - 1988
Persistent link: https://www.econbiz.de/10000754803
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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren - 1999
Persistent link: https://www.econbiz.de/10001389411
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A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren - 1999
Persistent link: https://www.econbiz.de/10001389415
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Networks and the macroeconomy : an empirical exploration
Acemoglu, Daron; Akcigit, Ufuk; Kerr, William R. - 2015
through the input-output network, with a pattern broadly consistent with theory. Quantitatively, the network-based propagation …
Persistent link: https://www.econbiz.de/10011305281
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Transition to clean technology
Acemoglu, Daron; Akcigit, Ufuk; Hanley, Douglas; Kerr, … - 2014
We develop a microeconomic model of endogenous growth where clean and dirty technologies compete in production and innovation. in the sense that research can be directed to either clean or dirty technologies. If dirty technologies are more advanced to start with, the potential transition to...
Persistent link: https://www.econbiz.de/10010485007
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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren - 2001
Persistent link: https://www.econbiz.de/10001582517
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Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520