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Cointegration, exogeneity, and policy analysis: An overview

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  • Ericsson, Neil R.

Abstract

This overview describes the concepts of cointegration and exogeneity, focusing on analytical structure, statistical inference, and implications for policy analysis. Examples help clarify the concepts. The remainder of the overview summarizes the articles in a special issue of the Journal of Policy Modeling entitled Cointegration, Exogeneity, and Policy Analysis.
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  • Ericsson, Neil R., 1992. "Cointegration, exogeneity, and policy analysis: An overview," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June.
    • Handle: RePEc:eee:jpolmo:v:14:y:1992:i:3:p:251-280
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