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Bayesian Approaches to Cointegration

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Author Info
Gary Koop ()
Rodney Strachan
Herman van Dijk
Mattias Villani

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File URL: http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp04-27.pdf
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Paper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 04/27.

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Date of creation: Sep 2004
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Handle: RePEc:lec:leecon:04/27

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Postal: Department of Economics University of Leicester, University Road. Leicester. LE1 7RH. UK
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  1. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005. "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics 05/13, Department of Economics, University of Leicester, revised Apr 2006. [Downloadable!]
  2. Deborah Gefang, 2008. "Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective," Discussion Papers in Economics 08/5, Department of Economics, University of Leicester. [Downloadable!]
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