The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Oxford Bulletin of Economics and Statistics |
| Volume | 67 |
| Issue number | 1 |
| Pages (from-to) | 93-104 |
| ISSN | 0305-9049 |
| Publication status | Published - 2005 |
ID: 69083