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- Wed Dec 17, 2014 9:07 pm
- Forum: Econometric Discussions
- Topic: Help with Johansen Cointegration test interpretation
- Replies: 0
- Views: 1866
Help with Johansen Cointegration test interpretation
I'm researching about the money demand function for my country (quarterly data). I'm modeling the money demand (M'1) explained by GDP (PIB), Interest rate (TI), Foreing interest rate (TE), LIBOR rate (LIBOR) and Exchange rate (TC). The first two LN_M1 and LN_GDP are expressed in logarithms. I found...