Irreducibility and structural cointegrating relations: An application to the G-7 long-term interest rates

International Journal of Finance and Economics

Volumn 6, Issue 2, 2001, Pages 127-138

  Barassi, Marco R ^a   Caporale, Guglielmo Maria ^a   Hall, Stephen G ^b  

^a LONDON SOUTH BANK UNIVERSITY   (United Kingdom)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Indentification; Interest rates; Irreducible cointegrating vector; Minimum variance; Structural

Indexed keywords

ECONOMIC POLICY; ECONOMIC RELATIONS; INTEREST RATE; METHODOLOGY;

EID: 0035042896     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/ijfe.147     Document Type: Article

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