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American Economic Review: Vol. 98 No. 2 (May 2008)

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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

Article Citation

Hoover, Kevin D., Soren Johansen, and Katarina Juselius. 2008. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression." American Economic Review, 98(2): 251-55.

DOI: 10.1257/aer.98.2.251

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Authors

Hoover, Kevin D. (Duke U)
Johansen, Soren (U Copenhagen)
Juselius, Katarina (U Copenhagen)

JEL Classifications

C32: Multiple or Simultaneous Equation Models: Time-Series Models
E10: General Aggregative Models: General


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