The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

38 Citations (Scopus)

Original language	English
Journal	Oxford Bulletin of Economics and Statistics
Volume	67
Issue number	1
Pages (from-to)	93-104
ISSN	0305-9049
Publication status	Published - 2005

Cite this

@article{156e770074c211dbbee902004c4f4f50,

title = "The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model",

author = "S{\o}ren Johansen",

year = "2005",

language = "English",

volume = "67",

pages = "93--104",

journal = "Oxford Bulletin of Economics and Statistics",

issn = "0305-9049",

publisher = "Wiley-Blackwell",

number = "1",

}