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by kirsti
Sat Apr 02, 2016 1:57 pm
Forum: Econometric Discussions
Topic: VECM estimation
Replies: 0
Views: 2770

VECM estimation

Hi! I am conducting a research for my dissertation to see whether a cointegrating relation exists between macroeconomic variables and stock market index. I used six variables: unemployment, euribor, inflation, industrial production, money supply and stock market index. I took the natural logarithms ...

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