Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression

American Economic Review

Volumn 98, Issue 2, 2008, Pages 251-255

  Hoover, Kevin D ^a   Johansen, Søren ^b   Juselius, Katarina ^b  

^a DUKE UNIVERSITY   (United States)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44949103219     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.98.2.251     Document Type: Conference Paper

References (15)

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11. Johansen, Søren, Katarina Juselius, Roman Frydman, and Michael D. Goldberg. 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate." Unpublished.
12. Juselius, Katarina. 2006. The Cointegrated VAR Model. Oxford: Oxford University Press.
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14. Juselius, Katarina, and Søren Johansen. 2006. "Extracting Information from the Data: A European View on Empirical Macro." In Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model, ed. David Colander, 301-34. Cambridge, MA: Cambridge University Press.
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