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Identification of the long-run and the short-run structure: an application to the ISLM model
Søren Johansen
,
Katarina Juselius
Department of Economics
311
Citations (Scopus)
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Keyphrases
Switching Algorithm
100%
Linear Restrictions
100%
Empirical Identification
100%
Restricted Parameters
100%
Identification Problem
100%
Mathematics
Cointegration
100%
Statistical Model
100%
Engineering
Statistical Model
100%