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Cointegration in partial systems and the efficiency of single-equation analysis · Study

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ArticleCointegration in partial systems and the efficiency of single-equation analysis

Søren Johansen1992

Article1992

Cointegration in partial systems and the efficiency of single-equation analysis

Søren Johansen

982 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Statistical and numerical algorithms Diverse Scientific and Economic Studies

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 982 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 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 1991Optimal Inference in Cointegrated Systems

Cited by

2007Testing for Error Correction in Panel Data*2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 2007Exploring the international linkages of the euro area: a global VAR analysis 1993Testing for a Unit Root 2000Structural analysis of vector error correction models with exogenous I(1) variables 1992Testing weak exogeneity and the order of cointegration in UK money demand data 1994Identification of the long-run and the short-run structure an application to the ISLM model 2018Carbon dioxide (CO2) emissions and economic growth: A systematic review of two decades of research from 1995 to 2017

Details

Year1992

Typearticle

Published1992-06-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations982

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0304-4076(92)90019-n

openalex_workW2060210686

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