Ruxanda, Gheorghe; Botezatu, Andreea - In: Journal for Economic Forecasting 5 (2008) 3, pp. 51-62
problem of spurious regression. When existent, cointegration is the simplest way of eliminating the illogical correlation … established between time series due to the presence of trends. The analysis of macroeconomic time series through cointegration is … a common fact. Modelling the Romanian M2 money demand through cointegration and vector error correction led to somewhat …