VECM test after Cointegration
Posted: 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
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