1. Cointegration for the Applied Economist
- Author
-
Seid Y. Hassan and B. Bhaskara Rao
- Subjects
Inflation ,Economics and Econometrics ,Index (economics) ,Cointegration ,media_common.quotation_subject ,Keynesian economics ,Economics ,Diagnostic test ,Unit root ,Wage growth ,Unit (housing) ,media_common - Abstract
Preface - The Contributors - Introduction - A Primer on Cointegration with an Application to Money and Income D.A.Dickey, D.W.JJansen & D.L.Thornton - Unit Roots and Cointegration: An Introduction D.Holden & R.Perman - Trend, Unit Root and Structural Change in Macroeconomic Time Series P.Perron - Wage Growth and the Inflation Process: An Empirical Approach Y.P.Mehra - Diagnostic Testing: An Application to the Demand for M1 G.Otto - Bibliography - Index
- Published
- 1996
- Full Text
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