Recent developments in cointegration / / Katarina Juselius (Ed.).
The Cointegrated VAR model allows the user to study both long-run and short-run effects in the same model. It describes an economic system where variables have been pushed away from long-run equilibria by exogenous shocks (the pushing forces) and where short-run adjustments forces pull them back tow...
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| Place / Publishing House: | [Place of publication not identified] : : MDPI - Multidisciplinary Digital Publishing Institute,, 2018. |
| Year of Publication: | 2018 |
| Language: | English |
| Physical Description: | 1 online resource (179 pages) |
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Electronic
| DOAB Directory of Open Access Books | Available |