Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

Oxford Bulletin of Economics and Statistics

Volumn 67, Issue 1, 2005, Pages 93-104

  Johansen, Søren ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

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EID: 13444259785     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2005.00111.x     Document Type: Article

References (15)

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