Price Convergence in the Medium and Long Run

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Abstract

polynomially cointegrated VAR, I(2) model, commodity prices

Original language	English
Title of host publication	Cointegration, Causality, and Forecasting : A Festschrift in Honour of Clive W.J. Granger
Editors	Robert F. Engle, Halbert White
Place of Publication	Oxford
Publisher	Oxford University Press
Publication date	1999
Pages	301-325
ISBN (Print)	0198296835
Publication status	Published - 1999

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title = "Price Convergence in the Medium and Long Run",

abstract = "polynomially cointegrated VAR, I(2) model, commodity prices",

author = "Katarina Juselius",

note = "JEL Classification: E31, E32",

year = "1999",

language = "English",

isbn = "0198296835",

pages = "301--325",

editor = "Engle, {Robert F.} and Halbert White",

booktitle = "Cointegration, Causality, and Forecasting",

publisher = "Oxford University Press",

address = "United Kingdom",

}

TY - CHAP

T1 - Price Convergence in the Medium and Long Run

AU - Juselius, Katarina

N1 - JEL Classification: E31, E32

PY - 1999

Y1 - 1999

N2 - polynomially cointegrated VAR, I(2) model, commodity prices

AB - polynomially cointegrated VAR, I(2) model, commodity prices

M3 - Book chapter

SN - 0198296835

SP - 301

EP - 325

BT - Cointegration, Causality, and Forecasting

A2 - Engle, Robert F.

A2 - White, Halbert

PB - Oxford University Press

CY - Oxford

ER -