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Some Identification Problems in the Cointegrated Vector Autoregressive Model
Søren Johansen
Department of Economics
5
Citations (Scopus)
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Dive into the research topics of 'Some Identification Problems in the Cointegrated Vector Autoregressive Model'. Together they form a unique fingerprint.
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Keyphrases
Asymptotic Distribution
33%
Cointegrated Vector Autoregressive Model
100%
Contemporaneous Effect
33%
Criteria Identification
33%
Identification Problem
100%
Linear Restrictions
100%
Long-run Variance
33%
Permanent Effects
33%
Permanent Shocks
66%
Shock
33%
Shock Identification
33%
Transitory Shocks
66%
Medicine and Dentistry
Shock (Circulatory)
100%