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

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Author Info
Kevin D. Hoover
Soren Johansen
Katarina Juselius

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Abstract

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File URL: http://hdl.handle.net/10.1257/aer.98.2.251
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File URL: http://www.aeaweb.org/articles/article_detail.php?journal=AER&volume=98&issue=2&article=42&issue_date=May2008
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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 98 (2008)
Issue (Month): 2 (May)
Pages: 251-55
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Handle: RePEc:aea:aecrev:v:98:y:2008:i:2:p:251-55

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March. [Downloadable!] (restricted)
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  2. Katarina Juselius, 2007. "The PPP Puzzle: What the Data Tell when Allowed to Speak Freely," Discussion Papers 07-33, University of Copenhagen. Department of Economics, revised Dec 2007. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Framroze Moller, Niels, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics Discussion Papers 2008-21, Kiel Institute for the World Economy. [Downloadable!]
  2. Katarina Juselius, 2007. "The PPP Puzzle: What the Data Tell when Allowed to Speak Freely," Discussion Papers 07-33, University of Copenhagen. Department of Economics, revised Dec 2007. [Downloadable!]
  3. Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy. [Downloadable!]
  4. Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements. [Downloadable!]
  5. Neil R. Ericsson & Steven B. Kamin, 2008. "Constructive data mining: modeling argentine broad money demand," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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This page was last updated on 2009-1-7.

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