Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression by Kevin D. Hoover, Soren Johansen and Katarina Juselius. Published in volume 98, issue 2, pages 251-55 of American Economic Review, May 2008
No takes yet. Share an insight, caveat, or question.
Hoover et al. (2008) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: