Seasonal co-integration: An extention of the Johansen and Schaumburg approach with an exclusion test
In this paper, the Johansen and Schaumburg method for seasonal cointegration has been tried to be applied for testing an a priori hypothesized cointegrating money demand variable space. We aim to provide a comprehensive discussion of the significance of the variables in the long-run context as stati...
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| Format: | Article |
| Language: | English |
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Economists' Association of Vojvodina
2009-01-01
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| Series: | Panoeconomicus |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2009/1452-595X0901039T.pdf |