Interpreting cointegrated models

DOI10.1016/0165-1889(88)90053-XzbMATH Open0709.62528OpenAlexW2152074845MaRDI QIDQ921797FDOQ921797

Authors: John Y. Campbell, Robert J. Shiller 

Publication date: 1988

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(88)90053-x

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Smart Money, Noise Trading and Stock Price Behaviour
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Econometric Analysis of Economic Time Series
• THE ET INTERVIEW: PROFESSOR JAMES TOBIN

Cited In (4)

• Calculation of aggregate demand and supply disturbances from a common trends model
• Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.
• Estimating cointegration parameters: An application of the double bootstrap
• The dynamic effects of aggregate demand and supply disturbances: Another Look

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