MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION

DOI10.1017/S1365100507060385zbMath1134.91513MaRDI QIDQ3503181

Robert M. Kunst, Adusei Jumah

Publication date: 22 May 2008

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

forecastingpredictive accuracynational accountsgreat ratios

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Statistical analysis of cointegration vectors
• Forecasting and testing in co-integrated systems
• Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
• Testing for Common Trends
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Nonlinear error correction models

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