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  3. American Economic Review
  4. May 2008
  5. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

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

  • Kevin D. Hoover
  • Soren Johansen
  • Katarina Juselius
American Economic Review
vol. 98, no. 2, May 2008
(pp. 251–55)
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Citation

Hoover, Kevin D., Soren Johansen, and Katarina Juselius. 2008. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression." American Economic Review, 98 (2): 251–55. DOI: 10.1257/aer.98.2.251

JEL Classification

  • C32 Multiple or Simultaneous Equation Models: Time-Series Models
  • E10 General Aggregative Models: General