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Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model*
4 references·11 citing·39 second hop
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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 2001Causality in Macroeconomics503 cited

Cited by

  • 2009Modelling Global Trade Flows: Results from a GVAR Model98 cited
  • 2012Econometric Modelling with Time Series: Specification, Estimation and Testing62 cited
  • 2006Long-Run Links among Money, Prices and Output: Worldwide Evidence45 cited
  • 2009Cointegration: Overview and Development42 cited
  • 2004Cointegration: an overview35 cited
  • 2013Low-income countries’ linkages to BRICS: Are there growth spillovers?33 cited
  • 2004Exchange rate pass-through in acceding countries : the role of exchange rate regimes23 cited
  • 2009Speed of adjustment in cointegrated systems17 cited
  • 2009The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely17 cited
  • 2018A general inversion theorem for cointegration15 cited
  • 2004Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-Through14 cited

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