Cointegrating VAR models with endogenous I(0) variables: theoretical extensions and an application to UK monetary policy

Dr Martin Weale () and Dr. James Mitchell ()
Authors registered in the RePEc Author Service: George Kapetanios

No 169, National Institute of Economic and Social Research (NIESR) Discussion Papers from National Institute of Economic and Social Research

Date: 2000-08
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Persistent link: https://EconPapers.repec.org/RePEc:nsr:niesrd:169

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