Oil Price Shocks and Long Run Price and Import Demand Behavior
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Other versions of this item:
- Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 399-417, September.
References listed on IDEAS
- Urbain, Jean-Pierre, 1992. "On Weak Exogeneity in Error Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(2), pages 187-207, May.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Groen, Jan J J & Kleibergen, Frank, 2003.
"Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 21(2), pages 295-318, April.
- Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute.
- J.J.J. Groen & F. Kleibergen, 2001. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," WO Research Memoranda (discontinued) 646, Netherlands Central Bank, Research Department.
More about this item
KeywordsVAR models; oil price time series;
StatisticsAccess and download statistics
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