Department of Economics and Business Economics

The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalOxford Bulletin of Economics and Statistics
Volume67
Issue1
Pages (from-to)93-104
ISSN0305-9049
Publication statusPublished - 2005
Externally publishedYes

See relations at Aarhus University Citationformats

ID: 44201579