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

Kevin D. Hoover; Søren Johansen; Katarina Juselius

doi:10.1257/aer.98.2.251

American Economic Review Vol. 98 No. 2 2008

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

Kevin D. Hoover¹; Søren Johansen²; Katarina Juselius²

¹ Department of Economics, Duke University, Box 90097, Durham, NC 27278. · ² Department of Economics, University of Copenhagen, Studiestræde 6, 1455, København K, Denmark.

Abstract

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

DOI: 10.1257/aer.98.2.251
Volume: 98
Issue: 2
Pages: 251-255
Language: en
Sources: bibtex:phds-export.bib crossref openalex

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

Abstract

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