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Structural vector autoregressions with nonnormal residuals
Lanne, Markku; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
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Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Journal of econometrics 158 (2010) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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The PPP puzzle : what the data tell when allowed to speak freely
Jusélius, Katarina (contributor) - 2007
Persistent link: https://www.econbiz.de/10003603877
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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603883
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A test for the export-led growth hypothesis in possible integrated vector autoregressions
Huang, Tai-hsin; Wang, Mei-hui - In: Applied economics letters 14 (2007) 13/15, pp. 999-1003
Persistent link: https://www.econbiz.de/10003606724
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Bridging economic theory models and the cointegrated vector autoregressive model
Framroze Møller, Niels (contributor) - 2008
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes … theory models ; expectations ; general equilibrium ; DSGE models …
Persistent link: https://www.econbiz.de/10003698538
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Testing the fiscal theory of the price level for European countries : a cointegrated VAR approach
Farina, Francesco; Ricciuti, Roberto - In: Macroeconomic policy in the European Monetary Union : …, (pp. 127-143). 2008
Persistent link: https://www.econbiz.de/10003617070
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Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003679356