Testing for Common Cyclical Features in VAR Models with Cointegration

F.C. Palm, A.W. Hecq, J.R.Y.J. Urbain

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationMaastricht
PublisherMaastricht University School of Business and Economics
Publication statusPublished - 1 Jan 2001

Publication series

SeriesCESifo Working Papers
Number451

Cite this

Palm, F. C., Hecq, A. W., & Urbain, J. R. Y. J. (2001). Testing for Common Cyclical Features in VAR Models with Cointegration. Maastricht University School of Business and Economics. CESifo Working Papers, No. 451