Cointegration and speed of convergence to equilibrium (Q1915442)
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scientific article; zbMATH DE number 889979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration and speed of convergence to equilibrium |
scientific article; zbMATH DE number 889979 |
Statements
Cointegration and speed of convergence to equilibrium (English)
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1 September 1996
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purchasing power parity relation
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speed of convergence
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impulse response functions
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asymptotic normality
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time profile
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effects of shocks
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cointegrating relations
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multivariate \(\text{VAR} (p)\) model
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persistence profile
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exchange rate
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interest rate
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uncovered interest parity relation
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