Testing exact rational expectations in cointegrated vector autoregressive models

Journal of Econometrics

Volumn 93, Issue 1, 1999, Pages 73-91

  Johansen, Søren ^a   Swensen, Anders Rygh ^b  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b UNIVERSITY OF OSLO   (Norway)

Author keywords

Cointegration; Rational expectations; VAR models

Indexed keywords

EID: 0003077368     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00004-4     Document Type: Article

References (16)

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