Identification of the long-run and the short-run structure. An application to the ISLM model

DOI10.1016/0304-4076(93)01559-5zbMath0806.62097OpenAlexW1977610898MaRDI QIDQ1341203

Katarina Juselius, Søren Glud Johansen

Publication date: 16 February 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)01559-5

zbMATH Keywords

identificationcointegrationlinear restrictionsswitching algorithmISLM modellong-run parametersshort-run parameters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cites Work

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