Using Cointegration Analysis in Econometric Modelling

RICHARD I. D. HARRIS

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

Abstract

1. Introduction and Overview 2. Short - and Long-Run Models 3. Testing for Unit Roots 4. Cointegration in Single Equations 5. Cointegration in Multivariate Systems 6. Modelling the Short-Run and Other Extensions Appendix References Index

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