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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

Kevin D. Hoover; Søren Johansen; Katarina Juselius

American Economic Review 2008 98(2), 251-255

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression by Kevin D. Hoover, Soren Johansen and Katarina Juselius. Published in volume 98, issue 2, pages 251-55 of American Economic Review, May 2008

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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression