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

DOI10.1016/S0165-1765(00)00289-5zbMATH Open0965.91014MaRDI QIDQ1583399FDOQ1583399

Authors: F. Verschueren 

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

investmentco-integrationpresent value model

Mathematics Subject Classification ID

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

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?
• On the interpretation of cointegration in the linear--quadratic inventory model.
• Are saving and investment cointegrated? An ARDL bounds testing approach.
• RECONSIDERING THE INVESTMENT–PROFIT NEXUS IN FINANCE‐LED ECONOMIES: AN ARDL‐BASED APPROACH
• The long-run relationship between productivity and capital

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