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Cointegration and speed of convergence to equilibrium

1996535 citationsJournal Article

Authors

M. Hashem Pesaran · Trinity College London

Yongcheol Shin · University of Cambridge

Topics & Keywords

Monetary Policy and Economic Impact Market Dynamics and Volatility Italy: Economic History and Contemporary Issues

Publication Details

Published in: Journal of Econometrics

Volume 71, Issue 1-2, pp. 117-143

DOI: 10.1016/0304-4076(94)01697-6

Field-Weighted Citation Impact: 13.48

Cointegration and speed of convergence to equilibrium | Researchclopedia