Weak exogeneity and dynamic stability in cointegrated VARs

DOI10.1016/0165-1765(93)90031-7zbMath0800.62783OpenAlexW1996208276MaRDI QIDQ1319626

Andreas M. Fischer

Publication date: 12 April 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90031-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (2)

INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS ⋮ Granger causality, exogeneity, cointegration, and economic policy analysis

Cites Work

• Statistical analysis of cointegration vectors
• Exogeneity

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