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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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Business & Economics
Cointegration
57%
Empirical Analysis
23%
Identification Problem
41%
Linear Restrictions
50%
Short-run
100%
Statistical Model
45%