Dreger, Christian; Brautzsch, Hans-Ulrich - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 3-4, pp. 284-297
-seasonal adjusted data from 1968 to 1989. The empirical analysis is based on cointegration techniques using the multivariate error … investment series. Given this result, the evidence for cointegration relationships at the seasonal frequencies is rather weak …. However, the cointegration vector obtained at the long run frequency shows, that export growth has a positive influence on …