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Original Articles

Interpretation of cointegration relations–comments on “estimating systems of trending variables”by s⊘ren johansen

Pages 391-394 | Published online: 21 Mar 2007

References

  • Hylleberg , S. and Mizon , G. E. 1989 . Cointegration Mechanisms . Economic Journal , 99 : 113 – 125 .
  • Lütkepohl , H. 1991 . Introduction to Multiple Time Series Analysis , Berlin : Spinger-Verlag .
  • Lutkepohl , H. and Reimers , H. E. 1992 . Impulse Response Analysis of Cointegrated Systems . Journal of Economic Dynamics and Control , 16 : 53 – 78 .

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