Price Convergence in the Medium and Long Run
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
polynomially cointegrated VAR, I(2) model, commodity prices
| Original language | English |
|---|---|
| Title of host publication | Cointegration, Causality, and Forecasting : A Festschrift in Honour of Clive W.J. Granger |
| Editors | Robert F. Engle, Halbert White |
| Place of Publication | Oxford |
| Publisher | Oxford University Press |
| Publication date | 1999 |
| Pages | 301-325 |
| ISBN (Print) | 0198296835 |
| Publication status | Published - 1999 |
ID: 151195