Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions

Journal of Economic Surveys

Volumn 13, Issue 1, 1999, Pages 30-35

  Caporale, Guglielmo Maria ^a   Pittis, Nikitas ^b  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Causality tests; Cointegration; Efficient estimators; Error correction models (ecms); Exogeneity; Vector autoregressions (vars)

Indexed keywords

COINTEGRATION ANALYSIS;

EID: 0032922167     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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