VECM test after Cointegration

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fafancute
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Joined: Thu Dec 23, 2010 8:49 am

VECM test after Cointegration

Postby fafancute » Tue Aug 02, 2011 6:11 am

Hi

Im an economics student that finnishing my Thesis in analyzing causal relation betwen finacial development and economic growth. I have a question on how to do the VECM test after the Cointegration test to analyze the short run Causality and Long run causality. Can anyone help me with it?

Cheers

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