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  • 标题:Praktični problemi kointegracione analize
  • 本地全文:下载
  • 作者:Vujošević-Mladenović Zorica L.
  • 期刊名称:Economic annals
  • 印刷版ISSN:0013-3264
  • 电子版ISSN:1820-7375
  • 出版年度:2002
  • 卷号:44
  • 期号:155
  • 页码:35-57
  • DOI:10.2298/EKA0205035M
  • 出版社:Faculty of Economics, Belgrade
  • 摘要:

    In this paper the solutions some practical problems of cointegration analysis are discussed. We mainly focus on the following phases of the Johansen procedure: the baseline model specification, t determination of the number of cointegrating vectors, the inclusion of the determines components and design of partial mode This is the most commonly used approach analyzing nonstationary macroeconomic time series, due to its complexity and simple modeling based on the computer packages. However, as the application of statistic packages may be useless when methodology is partly known, its full understanding makes computer software a reliable source. The purpose of this paper is to popularize (correct) application of cointegration methods. .

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