Dreger, Christian; Brautzsch, Hans-Ulrich - In: Journal of Economics and Statistics (Jahrbuecher fuer … 219 (1999) 3+4, pp. 284-297
. However, the cointegration vector obtained at the long run frequency shows, that export growth has a positive influence on …-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 …