Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
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KeywordsMulti-country modelling; Cointegration; Common trends; Structural VAR; Synchronization; Exchange rate; International Economics;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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