Media type: E-Book Title: Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models Contributor: Johansen, Søren [Author]; Swensen, Anders Rygh [Author] Published: Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021] Published in: Aarhus Universitet: CREATES research paper ; 2021,10 Extent: 1 Online-Ressource (circa 23 Seiten); Illustrationen Language: English Keywords: Abstract, Exact rational expectations ; Cointegrated VAR model ; Reduced rank regression ; Adjustment coefficients ; Graue Literatur Origination: Footnote: Access State: Open Access