Credit and Income: Co-Integration Dynamics of the US Economy

Athanasios Athanasenas
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Athanasios Athanasenas: Institute of Technology and Education, Greece

Chapter 10 in Economic Models:Methods, Theory and Applications, 2009, pp 201-222 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionThe Credit Issue Researched: A Brief Note on the US EconomyMethodological Issues and DataCo-IntegrationThe VAR Model and The Equivalent ECVARDynamic System StabilityThe Estimated Co-Integrating VectorsEssential RemarksThe ECM FormulationDynamic Forecasting with an ECVARConclusions and ImplicationsReferences

Keywords: Modeling; Econometrics; Mathematical Programming; Time Varying System; Monetary-Fiscal; Inflation; Health Economics; Risk; Management (search for similar items in EconPapers)
Date: 2009
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