Journal of International Financial Markets Institutions and Money · 1998 · 50 citations · 34 references
Social SciencesEconomicsInternational EconomicsMacroeconomicsMonetary EconomicsExchange Rate DeterminationExchange Rate PolicyExchange Rate RegimesExchange RatesMonetary PolicyMonetary Transmission MechanismBalance Of Payments ApproachCurrency Pricing ModelsNominal Exchange Rate DeterminationReal Exchange Rate DeterminationReal Exchange Rate Dynamics
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Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13