Co-integration inference in the value--profit relation and investment models

DOI10.1016/S0165-1765(00)00289-5MaRDI QIDQ1583399zbMATHFDO

Authors F. Verschueren

Publication date 26 October 2000

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

investmentco-integrationpresent value model

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Cointegration of long span saving and investment
• Functional-coefficient cointegration models
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function
• Co-integration tests for long run equilibrium in the monetary exchange rate model

Cites work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Tobin's Marginal q and Average q: A Neoclassical Interpretation

Cited in

(5)

• Do TFP and the relative price of investment share a common I(1) component?
• RECONSIDERING THE INVESTMENT–PROFIT NEXUS IN FINANCE‐LED ECONOMIES: AN ARDL‐BASED APPROACH
• Are saving and investment cointegrated? An ARDL bounds testing approach.
• On the interpretation of cointegration in the linear--quadratic inventory model.
• The long-run relationship between productivity and capital

This page was built for publication: Co-integration inference in the value--profit relation and investment models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1583399)