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

Author: Hoover Kevin D.   Johansen Søren   Juselius Katarina  

Publisher: American Economic Association

ISSN: 0002-8282

Source: The American Economic Review, Vol.98, Iss.2, 2008-05, pp. : 251-255

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Abstract