Concepedia
Journal of Policy Modeling · 2005 · 128 citations · 23 references
Monetary PolicyEconomicsMacroeconomicsMoney DemandBusinessEconomic FluctuationDynamic EconomicsFinance
23
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.6K citations
Financial Time Series Analysis, Cointegration Vectors, Business +3
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14K citations
Econometric Model, Monetary Policy, Economics +11
Techniques for Testing the Constancy of Regression Relationships Over Time
R. L. Brown, J. Durbin, Jessica Evans · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 4.9K citations
Summary Methods, Engineering, Data Science +14
Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates
Robert A. Mundell · The Canadian Journal of Economics and Political Science · 1963 · 2.6K citations
International Economics, Capital Mobility, Exchange Rate +18
THE POWER OF COINTEGRATION TESTS
Jeroen Kremers, Neil R. Ericsson, Juan J. Dolado · Oxford Bulletin of Economics and Statistics · 1992 · 1.3K citations · Full text
Cointegration Tests, Economics, Monetary Policy +13