Co-integration tests for long run equilibrium in the monetary exchange rate model

DOI10.1016/0165-1765(89)90011-6zbMath1375.91179OpenAlexW2079251594MaRDI QIDQ1676627

Myles Wallace, Robert McNown

Publication date: 9 November 2017

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

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90011-6

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Unnamed Item
• Forecasting and testing in co-integrated systems
• Testing for unit roots in autoregressive-moving average models of unknown order
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing

This page was built for publication: Co-integration tests for long run equilibrium in the monetary exchange rate model