Recent Developments in Cointegration

The Cointegrated VAR model allows the user to study both long-run and short-run effects in the same model. It describes an economic system where variables have been pushed away from long-run equilibria by exogenous shocks (the pushing forces) and where short-run adjustments forces pull them back tow...

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מידע ביבליוגרפי

מחבר ראשי:	Katarina Juselius (Ed.)
פורמט:	Online
שפה:	אנגלית
יצא לאור:	MDPI - Multidisciplinary Digital Publishing Institute 2021
נושאים:	QA1-939 Tests of Common Trends Near Integration I(1) and I(2) models PPP and UIP Panel Data Cointegration Extracting Common Trends Financial Obligations and Crisis Cycles House Price Model Imperfect Knowledge Multivariate Cointegration Performance of Algorithms bic Book Industry Communication::P Mathematics & science
גישה מקוונת:	27259
תגים:	הוספת תג אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!