Separation, weak exogeneity, and P-T decomposition in cointegrated var systems with common features

Econometric Reviews

Volumn 21, Issue 3, 2002, Pages 273-307

  Hecq, Alain ^a   Palm, Franz C ^a   Urbain, Jean Pierre ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Cointegration; Common features; Consumption function; P T Decomposition; Separation; Weak exogeneity

Indexed keywords

EID: 0011300681     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120015785     Document Type: Article

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