LONG-RUN ECONOMIC RELATIONSHIPS by R. F. Engle (Editor), C. W. J. Granger (Editor) ( 9780198283393 )

Item Details

Title:

LONG-RUN ECONOMIC RELATIONSHIPS
READINGS IN COINTEGRATION

By:

R. F. Engle (Editor), C. W. J. Granger (Editor)

Format:

Paperback

List price:

£76.00

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£73.72

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ISBN 10:

0198283393

ISBN 13:

9780198283393

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Publisher:

OXFORD UNIVERSITY PRESS

Pub. date:

31 October, 1991

Series:

Advanced Texts in Econometrics

Pages:

308

Description:

This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. The authors present ideas in a non-technical way which will enable economists with training in econometrics to understand and appreciate current research.

Synopsis:

This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. The authors discuss the basic ideas in their introduction, and the final chapters review the most recent developments in the field in a non-technical way that will enable economists with some training in modern econometrics to understand and appreciate these developments.

Illustrations:

11 line drawings, 27 tables

Publication:

Imprint:

Oxford University Press

Returns:

Returnable

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