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MULTIVARIATE COINTEGRATION AND ERROR CORRECTION MODELS: AN APPLICATION TO MANUFACTURING ACTIVITY IN AUSTRALIA

✍ Scribed by Jeremy Smith; Jim Hagan

Book ID
111010073
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
666 KB
Volume
40
Category
Article
ISSN
0036-9292

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## Abstract This paper considers Markov error‐correction (MEC) models in which deviations from the long‐run equilibrium are characterized by different rates of adjustment. To motivate our analysis and illustrate the various issues involved, our discussion is structured around the analysis of the lo