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Journal article

Cointegration and Unit Roots.

Abstract:

This paper provides an updated survey of a burgeoning literature in testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non-stationary variables which seem to characterize faithfully the properties of many macroeconomic tie seris. The analysis of cointegration develops out of the esxistence of unit roots and offers a generic route to test the validity of the equilibrium predictions of economic theories. Special emph...

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Authors


Juan J Dolado More by this author
Tim Jenkinson More by this author
Simon SosvillaRivero More by this author
Journal:
Journal of Economic Surveys
Volume:
4
Publication date:
1990
URN:
uuid:9dfb2ce0-bb01-4129-9638-fe28c1221e2f
Local pid:
oai:economics.ouls.ox.ac.uk:10955
Language:
English

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