Testing for codependence of cointegrated variables

Applied Economics

Volumn 45, Issue 15, 2013, Pages 1953-1964

  Trenkler, Carsten ^a   Weber, Enzo ^b,c  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b UNIVERSITY OF REGENSBURG   (Germany)

^c INSTITUTE FOR EMPLOYMENT RESEARCH IAB   (Germany)

Author keywords

central banks; codependence; cointegration; overnight interest rates; serial correlation common features

Indexed keywords

CENTRAL BANK; COINTEGRATION ANALYSIS; ERROR CORRECTION; INTEREST RATE; TIME SERIES ANALYSIS;

EUROPE; UNITED STATES;

EID: 84859649775     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036846.2011.641931     Document Type: Article

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