Cointegration analysis of the Fed model

Finance Research Letters

Volumn 2, Issue 4, 2005, Pages 248-259

  Koivu, Matti ^a   Pennanen, Teemu ^b   Ziemba, William T ^c,d  

^a EUROPEAN CENTRAL BANK   (Germany)

^b HELSINKI SCHOOL OF ECONOMICS   (Finland)

^c UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^d MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Cointegration analysis; Stock markets; VAR; Vector equilibrium correction

Indexed keywords

EID: 28444491981     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2005.06.002     Document Type: Article

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