Interpreting Cointegrated Models
收藏NBER1988-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2568
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资源简介：
Error-correction models for cointegrated economic variables are commonly interpreted as reflecting partial adjustment of one variable to another. We show that error-correction models may also arise because one variable forecasts another. Reduced-form estimates of error-correction models cannot be
提供机构：
美国国家经济研究局
创建时间：
1988-04-01
