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

Keyphrases

• Cointegrated Vector Autoregression 100%
• Probability Approach 100%
• Econometrics 100%
• Microeconometrics 100%
• Purchasing Power Parity 50%
• Stochastic Specification 50%
• Economic Theory 50%
• Economic Model 50%
• Stochastic Trend 50%
• Methodological Issues 50%
• Theoretical Economics 50%
• Time Series Data 50%
• Cointegration 50%
• System of Equations 50%
• Econometric Models 50%

Economics, Econometrics and Finance

• Autoregression 100%
• Econometric Model 50%
• Theoretical Economics 50%