Recent Advances in Cointegration Analysis

DOI10.1016/S0573-8555(04)69005-5MaRDI QIDQ5292183zbMATH OpenOpenAlexFDO

Authors Helmut Lütkepohl

Publication date 19 June 2007

Published in Contributions to Economic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0573-8555(04)69005-5

zbMATH Keywords

cointegrationGerman monetary systemvector error correction model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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Cited in

(15)

• Impulse response analysis of cointegrated systems
• Modelling the demand for money in New Zealand.
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Estimation of vector error correction models with mixed-frequency data
• scientific article; zbMATH DE number 2129484 (Why is no real title available?)
• Cointegration analysis in the presence of outliers
• Cointegration analysis as a tool to measure the purchasing power of Ukrainian mean total wages
• Credit and income: co-integration dynamics of the US economy
• scientific article; zbMATH DE number 45076 (Why is no real title available?)
• scientific article; zbMATH DE number 2064426 (Why is no real title available?)
• scientific article; zbMATH DE number 947496 (Why is no real title available?)
• Numerical analysis to stable cointegration for time series
• Editorial: Twenty years of cointegration
• Cointegration in a historical perspective
• Using subspace algorithm cointegration analysis: simulation performance and application to the term structure

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• JMulTi

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