Co-integration, error correction and the Fisher effect
- 1 December 1989
- journal article
- research article
- Published by Taylor & Francis in Applied Economics
- Vol. 21 (12) , 1611-1620
- https://doi.org/10.1080/758531695
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- Forecasting and testing in co-integrated systemsJournal of Econometrics, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEWOxford Bulletin of Economics and Statistics, 1986
- Comparing alternative tests of causality in temporal systemsJournal of Econometrics, 1983
- Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random WalkEconometrica, 1983
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979
- A new look at the statistical model identificationIEEE Transactions on Automatic Control, 1974
- Interest Rates and Prices in the Long Run: A Study of the Gibson ParadoxJournal of Money, Credit and Banking, 1973
- Rational Expectations, the Real Rate of Interest, and the Natural Rate of UnemploymentBrookings Papers on Economic Activity, 1973