Media type: E-Article Title: Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate Contributor: Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author] Published: 2023 Published in: Macroeconomic dynamics ; 27(2023), 1 vom: Jan., Seite 203-223 Language: English DOI: 10.1017/S1365100521000365 Identifier: Keywords: dynamic conditional score (DCS) ; generalized autoregressive score (GAS) ; Nonlinear co-integration ; nonlinear common trends ; quasi-vector autoregressive moving average (QVARMA) ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access