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Cointegrating exogeneity

Published:1990-09 Issue:1 Volume:34 Page:33-35
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Hunter J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference4 articles.

1. Cointegration in recursive systems: The structure of wage and price determination in the U.K.;Davidson;Paper presented at ESEM89 in Munich, LSE, STICERD discussion paper no EM/89/191,1989

2. On the theory of cointegrated economic time series;Engle;UCSD Discussion Paper,1987

3. Co-integration and error-correction: Representation, estimation and testing;Engle;Econometrica,1987

4. Multi-cointegrated time series and generalised error-correction models;Yoo,1986

Cited by 24 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression;Communications in Statistics - Theory and Methods;2021-03-14

2. Long-run price behaviour in the gasoline market - The role of exogeneity;Journal of Business Research;2020-08

3. A note on potential one-way policy instruments in cointegrated VAR systems;Economic Analysis and Policy;2018-06

4. The Structural Analysis of Time Series;Multivariate Modelling of Non-Stationary Economic Time Series;2017

5. Heteroscedasticity and Multivariate Volatility;Multivariate Modelling of Non-Stationary Economic Time Series;2017

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