Interpreting cointegrated models

DOI10.1016/0165-1889(88)90053-XzbMath0709.62528OpenAlexW2152074845MaRDI QIDQ921797

Robert J. Shiller, John Y. Campbell

Publication date: 1988

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(88)90053-x

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Estimating cointegration parameters: An application of the double bootstrap ⋮ The dynamic effects of aggregate demand and supply disturbances: Another Look ⋮ Calculation of aggregate demand and supply disturbances from a common trends model ⋮ Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.

Cites Work

• The Econometric Analysis of Economic Time Series
• Smart Money, Noise Trading and Stock Price Behaviour
• THE ET INTERVIEW: PROFESSOR JAMES TOBIN
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Unnamed Item
• Unnamed Item

This page was built for publication: Interpreting cointegrated models