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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/3321
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| Title: | Cointegration and Unit Roots |
| Author(s): | Dolado, Juan José [dolado]
Jenkinson, Tim
Sosvilla-Rivero, Simón |
| Publisher: | Blackwell |
| Issued date: | Sep-1990 |
| Citation: | Journal of Economic Surveys, 1990, 4, 3, p. 249-273 |
| URI: | http://hdl.handle.net/10016/3321 |
| ISSN: | 1467-6419 |
| DOI: | 10.1111/j.1467-6419.1990.tb00088.x |
| Abstract: | This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non-stationary variables which seem to characterise faithfully the properties of many macroeconomic time series. The analysis of cointegration develops out of the existence of unit roots and offers a generic route to test the validity of the equilibrium predictions of economic theories. Special emphasis is put on the empirical researcher's point of view. |
| Review: | PeerReviewed |
| Publisher version: | http://www3.interscience.wiley.com/cgi-bin/fulltext/119380448/PDFSTART |
| Keywords: | Unit root
Cointegration
Trends
Error correction mechanisms |
| Appears in Collections: | Economists Online
DE - Artículos de Revistas
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