Recent Developments in Cointegration
The Cointegrated VAR model allows the user to study both long-run and short-run effects in the same model. It describes an economic system where variables have been pushed away from long-run equilibria by exogenous shocks (the pushing forces) and where short-run adjustments forces pull them back tow...
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| Format: | Book Chapter |
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MDPI - Multidisciplinary Digital Publishing Institute
2018
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| Online Access: | Get Fullteks DOAB: description of the publication |
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