SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Cointegration, exogeneity, and policy analysis: An overview · Study

ArticleShelves

ArticleCointegration, exogeneity, and policy analysis: An overview

Neil R. Ericsson1992

Article1992

Cointegration, exogeneity, and policy analysis: An overview

Neil R. Ericsson

221 citations·0/0 files stored·Journal of Policy Modeling

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Advanced Causal Inference Techniques Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 221 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1976Econometric policy evaluation: A critique

Cited by

1998Oil prices and the rise and fall of the US real exchange rate 2002Foreign direct investment and growth in India: a cointegration approach 1999Single-Equation Estimation of the Equilibrium Real Exchange Rate 1994MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS 1995Terms of trade and real exchange rates: the Canadian evidence

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Moneychapter · 25 shared references 2000Dynamic Specificationchapter · 25 shared references 2000On the Time‐Series Approach to Econometric Model Buildingchapter · 25 shared references 2000Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdomchapter · 25 shared references 1995Interpreting Linear Modelschapter · 25 shared references 2000An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specificationchapter · 24 shared references

Details

Year1992

Typearticle

Published1992-06-01

VenueJournal of Policy Modeling

ISSN-L0161-8938

Languageen

Citations221

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0161-8938(92)90001-s

openalex_workW2020757745

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1998

Export expansion and economic growth: testing for cointegration and causality

1992TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW

1998Exogeneity, Cointegration, and Economic Policy Analysis