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- Fri Aug 19, 2011 9:53 am
- Forum: Econometric Discussions
- Topic: Need help with cointegration and ECM model
- Replies: 0
- Views: 1711
Need help with cointegration and ECM model
Hi i am trying to prove that there is a relationship between stock market index (FTSE) and monetary policy fundamentals such as Interest rates(IR), Inflation (CPI), long-term interest rates (LTIR) and Money supply(M3). I tried running a regression and R squared was very low, something around 2%, whi...