Identifying Steady State Relationships in a Multidirectional System: A Multivariate Cointegration Analysis
Chandika Gunasinghe 0
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- https://doi.org/10.2991/jcis.2006.168How to use a DOI?
- Multidirectional relationships,cointegrated vectors, econometric tools
- This paper aims at identifying steady state relations (cointegrated relationships) in a system that contains multidirectional nexuses for a hypothetical economic structure. The study discusses various econometric tools needed to identify long run cointegration vectors and employs these tools to derive three such relationships. This study will be useful for a researcher to identify steady state relationships within a system of multidirectional relationships among financial markets or economic variables.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Chandika Gunasinghe PY - NaN/NaN DA - NaN/NaN TI - Identifying Steady State Relationships in a Multidirectional System: A Multivariate Cointegration Analysis BT - 9th Joint International Conference on Information Sciences (JCIS-06) PB - Atlantis Press UR - https://doi.org/10.2991/jcis.2006.168 DO - https://doi.org/10.2991/jcis.2006.168 ID - GunasingheNaN/NaN ER -