Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

Identifying Steady State Relationships in a Multidirectional System: A Multivariate Cointegration Analysis

Authors
Chandika Gunasinghe 0
Corresponding Author
Chandika Gunasinghe
0Lecturer
Available Online undefined NaN.
DOI
https://doi.org/10.2991/jcis.2006.168How to use a DOI?
Keywords
Multidirectional relationships,cointegrated vectors, econometric tools
Abstract
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.

Download article (PDF)

Proceedings
9th Joint International Conference on Information Sciences (JCIS-06)
Publication Date
undefined NaN
ISBN
978-90-78677-01-7
DOI
https://doi.org/10.2991/jcis.2006.168How to use a DOI?
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  -