Work

Using Cointegration Analysis in Econometric Modelling

Year: 1995

Type: book

Abstract: 1. Introduction and Overview 2. Short - and Long-Run Models 3. Testing for Unit Roots 4. Cointegration in Single Equations 5. Cointegration in Multivariate Systems 6. Modelling the Short-Run and Other Extensions Appendix References Index

Source: Durham Research Online (Durham University)

Author: Richard Harris

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1566672184

FWCI: 32.38

Cites:

Cited by: 874

Related to: 10