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: Copenhagen, Denmark: Department of Economics, University of Copenhagen, [2021] Published in: Københavns Universitet: Discussion papers ; 2021,7 Extent: 1 Online-Ressource (circa 22 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