Recent Developments in Cointegration
The Cointegrated VAR model allows the user to study both long-run and short-run effects in the same model. It describes an economic system where variables have been pushed away from long-run equilibria by exogenous shocks (the pushing forces) and where short-run adjustments forces pull them back tow...
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| Main Author: | |
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| Format: | Electronic Book Chapter |
| Language: | English |
| Published: |
MDPI - Multidisciplinary Digital Publishing Institute
2018
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| Subjects: | |
| Online Access: | DOAB: download the publication DOAB: description of the publication |
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