Vector autoregressive processes with nonlinear time trends in cointegrating relations

Macroeconomic Dynamics

Volumn 5, Issue 4, 2001, Pages 577-597

  Ripatti, Antti ^a   Saikkonen, Pentti ^b  

^a BANK OF FINLAND   (Finland)

^b NONE

Author keywords

Cointegrated VAR Model; Gradual Structural Change; Nonlinear Deterministic Trend

Indexed keywords

EID: 0035641321     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100501023069     Document Type: Article

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