Credit, income, and causality: a contemporary co-integration analysis
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Publication:1044155
DOI10.1016/j.ejor.2009.02.002zbMath1177.91095OpenAlexW2090565332MaRDI QIDQ1044155
Publication date: 10 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.02.002
creditsingular valueseconomicsco-integrationirreversible variablesmoney income growthVAR and ECVAR models
Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Credit risk (91G40)
Cites Work
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- Co-Integration and Error Correction: Representation, Estimation, and Testing
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