Identification of the long-run and the short-run structure. An application to the ISLM model
type: Item
instance of: scholarly article
title: Identification of the long-run and the short-run structure. An application to the ISLM model
zbMATH Open document ID: 0806.62097
DOI: 10.1016/0304-4076(93)01559-5
author: Katarina Juselius
author: Søren Johansen
published in: Journal of Econometrics
publication date: 1995-02-16T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 706582
zbMATH Keywords: identification
zbMATH Keywords: cointegration
zbMATH Keywords: long-run parameters
zbMATH Keywords: short-run parameters
zbMATH Keywords: linear restrictions
zbMATH Keywords: switching algorithm
zbMATH Keywords: ISLM model
MaRDI profile type: Publication
full work available at URL: 0304-4076(93)01559-5
OpenAlex ID: W1977610898
cites work: The Probability Approach in Econometrics
cites work: The Econometric Analysis of Economic Time Series
cites work: Statistical analysis of cointegration vectors
cites work: Cointegration in partial systems and the efficiency of single-equation analysis
cites work: Spatio-temporal self-organization in a model of disease spreading
cites work: Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
description: scientific article; zbMATH DE number 706582