166
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

European monetary union and the outsiders

&
Pages 1903-1916 | Published online: 11 Apr 2011

References

  • Cheung , YW and Lai , KS . 1993 . Finite sample sizes of Johansen's likelihood ratio tests for cointegration . Oxford Bulletin of Economics and Statistics , 55 : 313 – 28 .
  • Engle , RF , Hendry , DF and Richard , JF . 1983 . Exogeneity . Econometrica , 51 : 251 – 76 .
  • Johansen , S . 1988 . Statistical analysis of cointegrating vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
  • Johansen , S . 1992a . Cointegration in partial systems and the efficiency of single-equation analysis . Journal of Econometrics , 52 : 389 – 402 .
  • Johansen , S . 1992b . Testing weak exogeneity and the order of Cointegration in UK money demand data . Journal of Policy Modelling , 14 : 313 – 34 .
  • Levin , JH . 1983 . “ A model of stabilisation policy in a jointly floating currency area ” . In Economic Interdependence and Flexible Exchange Rates , Edited by: Bhandari , JS and Putnam , BH . Cambridge, MA : MIT Press .
  • MacKinnon , J . 1991 . “ Critical values for cointegration tests ” . In Long Run Economic Relationships , Edited by: Engel , RF and Granger , CWJ . 267 – 76 . Oxford University Press .
  • Osterwald-Lenum , M . 1992 . A note with quantiles of the asymptotic distribution of the ML cointegration rank test statistics . Oxford Bulletin of Economics and Statistics , 54 : 461 – 72 .
  • Urbain , JP . 1992 . On weak exogeneity in error correction models Oxford Bulletin of . Economics and Statistics , 54 : 187 – 207 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.