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Comments on: "A vector error-correction forecasting model of the US economy"

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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators

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Pitfalls in counterfactual analyses of policy rules

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A new look at the relationship between time-series and structural econometric models

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Aggregate Money Demand Functions : Empirical Applications in Cointegrated Systems

Hoffman, Dennis L.; Rasche, Robert H. - 1996

The econometric consequences of nonstationary data have wide-ranging implications for empirical research in economics. Specifically, these issues have implications for the study of empirical relations such as a money demand function that links macroeconomic aggregates: real money balances, real...

Persistent link: https://www.econbiz.de/10013522103