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Hi loooooo, Many thanks for your post. Yes, correct all my variables are I(1) and the variables are indices on bonds, stocks, house prices and flows into a country. I understand where you are coming from, but the justification on asset returns does follow a couple of papers, working with differenced...

Hi All, I am currently working on finalising part of a thesis, looking into the inter-relationship between flows and 3 asset classes (stocks, bonds and housing indices). I have used the VECM as my series are cointegrated. However i am struggling with understanding the outputs of the VEC Estimates in...