Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
June 1, 2007
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Format: Chicago
Summary
Subject: Inflation, Real exchange rates, Vector autoregression, Vector error correction models
Keywords: Integrating vector, WP
Publication Details
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Pages:
19
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2007/141
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Stock No:
WPIEA2007141
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ISBN:
9781451867053
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ISSN:
1018-5941