LEADER 01067nam  2200253la 450 
001 9910482505703321
005 20221108073813.0
035   $a(UK-CbPIL)2090359363
035   $a(CKB)5500000000092116
035   $a(EXLCZ)995500000000092116
100   $a20210618d1571      uy             |
101 0 $alat
135   $aurcn||||a|bb|
200 10$aProficiscentium, seu magnis itineribus diversas terras obeuntium medicina, quibuscunque valetudinis incommodis depellendis apprimè necessaria ... / [Guglielmo Gratarolo]$b[electronic resource]
210   $aCologne $cPeter Horst$d1571
215   $aOnline resource (186 p. : folded plat., folded table , (8vo))
300   $aReproduction of original in The Wellcome Library, London.
700   $aGratarolo$b Guglielmo$f1516?-1568?.$0877315
801  0$bUk-CbPIL
801  1$bUk-CbPIL
906   $aBOOK
912   $a9910482505703321
996   $aProficiscentium, seu magnis itineribus diversas terras obeuntium medicina, quibuscunque valetudinis incommodis depellendis apprimè necessaria ...$91959063
997   $aUNINA

LEADER 02396nam  2200361   450 
001 9910598181503321
005 20230221175913.0
035   $a(CKB)4920000000094989
035   $a(NjHacI)994920000000094989
035   $a(EXLCZ)994920000000094989
100   $a20230221d2018      uy             0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aRecent developments in cointegration /$fKatarina Juselius (Ed.)
210  1$a[Place of publication not identified] :$cMDPI - Multidisciplinary Digital Publishing Institute,$d2018.
215   $a1 online resource (179 pages)
311   $a3-03842-955-4 
330   $aThe Cointegrated VAR model allows the user to study both long-run and short-run effects in the same model. It describes an economic system where variables have been pushed away from long-run equilibria by exogenous shocks (the pushing forces) and where short-run adjustments forces pull them back toward long-run equilibria (the pulling forces). In this model framework, basic assumptions underlying an economic theory model can be translated into testable hypotheses of the order of integration and cointegration of key variables and their relationships. While the latter used to be I(1), macroeconomic and financial data have recently shown a tendency for puzzling long and persistent swings around long-run equilibrium values typical of self-reinforcing feed-back mechanisms. Such persistent fluctuations are frequently indistinguishable from I(2) data, pointing to the need for new econometric solutions. In this book, many of our most distinguished scholars in the field of cointegration offer a variety of solutions to these problems by formulating new models, tests, and asymptotics more suitable for an I(2) world. Several of the papers apply these cointegration techniques to a variety of empirical problems, thereby showing how to obtain valuable information about some of the mechanisms that have generated the recent crises.
606   $aEconometrics
606   $aCointegration
615  0$aEconometrics.
615  0$aCointegration.
676   $a330.015195
702   $aJuselius$b Katarina
801  0$bNjHacI
801  1$bNjHacl
906   $aBOOK
912   $a9910598181503321
996   $aRecent Developments in Cointegration$92935120
997   $aUNINA