Interpreting cointegrated models

John Y. Campbell () and Robert J. Shiller ()

Journal of Economic Dynamics and Control, 1988, vol. 12, issue 2-3, pages 505-522

Date: 1988
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Related works:
Working Paper: Interpreting Cointegrated Models (1989)
Working Paper: Interpreting Cointegrated Models (1988)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:505-522

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