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On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices

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Author Info
Greenslade, Jennifer V.
Hall, Stephen G.
Henry, S. G. Brian

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 26 (2002)
Issue (Month): 9-10 (August)
Pages: 1517-1537
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Handle: RePEc:eee:dyncon:v:26:y:2002:i:9-10:p:1517-1537

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  3. D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Discussion Papers 0809, University of the West of England, Department of Economics. [Downloadable!]
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  5. Sophocles N. Brissimis & Theodora S. Kosma, 2006. "Market Conduct, Price Interdependence and Exchange Rate Pass-Through," Working Papers 51, Bank of Greece. [Downloadable!]
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