System tests for cointegration proposed by Stock and Watson (1988), Johansen (1988), and Bewley and Yang (1995) are compared using Monte Carlo experiments that include overspecification of the lag ...
The American Economist, Vol. 41, No. 1 (Spring, 1997), pp. 53-58 (6 pages) This paper examines the relationship between wage growth and inflation in the United States. It has been hypothesized that an ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Based on the Johansen cointegration estimation methodology, much of the long-run behavior of the real effective exchange ...
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