Interpreting cointegrated models

DOI10.1016/0165-1889(88)90053-XMaRDI QIDQ921797zbMATH OpenOpenAlexFDO

Authors John Y. Campbell, Robert J. Shiller

Publication date 1988

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(88)90053-x

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3846724 (Why is no real title available?)
• scientific article; zbMATH DE number 3405644 (Why is no real title available?)
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Smart Money, Noise Trading and Stock Price Behaviour
• THE ET INTERVIEW: PROFESSOR JAMES TOBIN
• The Econometric Analysis of Economic Time Series

Cited in

(4)

• Calculation of aggregate demand and supply disturbances from a common trends model
• Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.
• Estimating cointegration parameters: An application of the double bootstrap
• The dynamic effects of aggregate demand and supply disturbances: Another Look

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