The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. / Johansen, Søren.

In: Oxford Bulletin of Economics and Statistics, Vol. 67, No. 1, 2005, p. 93-104.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Johansen, S 2005, 'The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model', Oxford Bulletin of Economics and Statistics, vol. 67, no. 1, pp. 93-104.

APA

Johansen, S. (2005). The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. Oxford Bulletin of Economics and Statistics, 67(1), 93-104.

Vancouver

Johansen S. The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. Oxford Bulletin of Economics and Statistics. 2005;67(1):93-104.

Author

Johansen, Søren. / The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model. In: Oxford Bulletin of Economics and Statistics. 2005 ; Vol. 67, No. 1. pp. 93-104.

Bibtex

@article{156e770074c211dbbee902004c4f4f50,
title = "The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model",
author = "S{\o}ren Johansen",
year = "2005",
language = "English",
volume = "67",
pages = "93--104",
journal = "Oxford Bulletin of Economics and Statistics",
issn = "0305-9049",
publisher = "Wiley-Blackwell",
number = "1",

}

RIS

TY - JOUR

T1 - The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

AU - Johansen, Søren

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 67

SP - 93

EP - 104

JO - Oxford Bulletin of Economics and Statistics

JF - Oxford Bulletin of Economics and Statistics

SN - 0305-9049

IS - 1

ER -

ID: 69083