The suitability of a monetary union in east Asia: what does the cointegration approach tell?
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Publication:834327
DOI10.1016/j.matcom.2008.10.004zbMath1168.91477OpenAlexW2050082214WikidataQ57676732 ScholiaQ57676732MaRDI QIDQ834327
Publication date: 19 August 2009
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2008.10.004
Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)
Uses Software
Cites Work
- Statistical analysis of cointegration vectors
- A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS
- Efficient Tests for an Autoregressive Unit Root
- Unit Roots, Cointegration, and Structural Change
- A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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