Open AccessExogeneity, Cointegration, and Economic Policy Analysis
Author(s) -
Neil R. Ericsson,
David F. Hendry,
Grayham E. Mizon
Publication year - 1998
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1998.616
Subject(s) - cointegration , endogeneity , economics , econometrics , impulse response , econometric model , simultaneous equations model , causality (physics) , macroeconomics , econometric analysis , mathematics , mathematical analysis , physics , quantum mechanics