Cointegration, exogeneity, and policy analysis: an overview

Neil R. Ericsson ()

No 415, International Finance Discussion Papers from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This overview describes the concepts of cointegration and exogeneity, focusing on analytical structure, statistical inference, and implications for policy analysis. Examples help clarify the concepts. The remainder of the overview summarizes the articles in a special issue of the Journal of Policy Modeling entitled Cointegration, Exogeneity, and Policy Analysis.

Keywords: Econometric; models (search for similar items in EconPapers)
Date: 1991
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Journal Article: Cointegration, exogeneity, and policy analysis: An overview (1992)
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