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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

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Author Info
Kevin D. Hoover
Soren Johansen
Katarina Juselius

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Abstract

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File URL: http://hdl.handle.net/10.1257/aer.98.2.251
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File URL: http://www.aeaweb.org/articles/article_detail.php?journal=AER&volume=98&issue=2&article=42&issue_date=May2008
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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 98 (2008)
Issue (Month): 2 (May)
Pages: 251-55
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Handle: RePEc:aea:aecrev:v:98:y:2008:i:2:p:251-55

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March. [Downloadable!] (restricted)
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  2. Katarina Juselius, 2007. "The PPP Puzzle: What the Data Tell when Allowed to Speak Freely," Discussion Papers 07-33, University of Copenhagen. Department of Economics, revised Dec 2007. [Downloadable!]
  3. Franchi, Massimo & Juselius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy. [Downloadable!]
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  4. Katarina Juselius & Søren Johansen, 2005. "Extracting Information from the Data: A Popperian View on Empirical Macro," Discussion Papers 05-05, University of Copenhagen. Department of Economics. [Downloadable!]
  5. Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008. "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers 2008-03, School of Economics and Management, University of Aarhus. [Downloadable!]
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ordóñez, Javier & Jusélius, Katarina, 2009. "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(4), pages 1-30. [Downloadable!]
  2. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics Discussion Papers 2008-21, Kiel Institute for the World Economy. [Downloadable!]
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  3. David Colander, 2009. "Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics," Middlebury College Working Paper Series 0912, Middlebury College, Department of Economics. [Downloadable!]
  4. Katarina Juselius, 2007. "The PPP Puzzle: What the Data Tell when Allowed to Speak Freely," Discussion Papers 07-33, University of Copenhagen. Department of Economics, revised Dec 2007. [Downloadable!]
  5. Colander, David C., 2009. "Economists, incentives, judgment, and the European CVAR approach to macroeconometrics," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(9), pages 1-21. [Downloadable!]
  6. Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy. [Downloadable!]
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  7. David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Kiel Working Papers 1489, Kiel Institute for the World Economy. [Downloadable!]
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  8. Neil R. Ericsson & Steven B. Kamin, 2008. "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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This page was last updated on 2009-11-16.

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