Common trends and cycles in I(2) VAR systems

Journal of Econometrics

Volumn 132, Issue 1, 2006, Pages 143-168

  Paruolo, Paolo ^a  

^a UNIVERSITY OF INSUBRIA   (Italy)

Author keywords

Cointegration; Common cycles; Common features; I(2); Reduced rank regression

Indexed keywords

CORRELATION METHODS; ECONOMICS; REGRESSION ANALYSIS;

COINTEGRATION; COMMON CYCLES; COMMON FEATURES; I(2); REDUCED RANK REGRESSION;

VECTORS;

EID: 33646132049     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.01.026     Document Type: Article

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