Predictable and unpredictable components of the long-run growth in nominal prices

Mathematics and Computers in Simulation

Volumn 39, Issue 3-4, 1995, Pages 257-263

  Juselius, Katarina ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345597955     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4754(95)00068-1     Document Type: Article

References (4)

1. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
2. A statistical analysis of cointegration for I(2) variables
3. Domestic and foreign effects on prices in an open economy. The case of Denmark
4. Do purchasing power parity and uncovered interest rate parity hold in the long run? — An example of likelihood inference in a multivariate time-series model