Long-Run Economic Relationships: Readings in Cointegration by R. F. EngleLong-Run Economic Relationships: Readings in Cointegration by R. F. Engle

Long-Run Economic Relationships: Readings in Cointegration

EditorR. F. Engle, C. W. J. Granger

Paperback | April 30, 1999

Pricing and Purchase Info


Earn 518 plum® points

Prices and offers may vary in store


In stock online

Ships free on orders over $25

Not available in stores


This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea wasintroduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. The authors discuss the basic ideas in their introduction, and the final chapters review the most recent developments in the field in a non-technical way that will enable economists with some training in modern econometrics to understand and appreciate these developments.
C. W. J. Granger is at University of California, San Diego.
Title:Long-Run Economic Relationships: Readings in CointegrationFormat:PaperbackDimensions:308 pages, 9.21 × 6.14 × 0.67 inPublished:April 30, 1999Publisher:Oxford University Press

The following ISBNs are associated with this title:

ISBN - 10:0198283393

ISBN - 13:9780198283393

Look for similar items by category:


Editorial Reviews

'Together these papers should serve to bring the reader up to speed on the conceptual approaches to cointegration, provide a nice foundation for those who'll dig deeper into the theoretical structure, and give the applied reader at least a few examples of well-executed applications. This bookcould serve equally well as an introduction to cointegration for graduate students and for econometric practitioners and other professional economists interested in keeping up with developments in this exciting area.'Dennis W. Jansen, Texas AandM University, The Southern Economic Journal, Jan. 1993