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DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES | Researchclopedia

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DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

19862,585 citationsJournal Article

Authors

Clive W. J. Granger · University of California, San Diego

Topics & Keywords

Monetary Policy and Economic Impact Market Dynamics and Volatility Complex Systems and Time Series Analysis

Publication Details

Published in: Oxford Bulletin of Economics and Statistics

Volume 48, Issue 3, pp. 213-228

DOI: 10.1111/j.1468-0084.1986.mp48003002.x

Field-Weighted Citation Impact: 42.99