Irreducibility and Structural Cointegrating Relations: An Application to the G7 Long-Term Interest Rates

Marco Barassi, SG Hall, GM Caporale

Research output: Contribution to journal › Article

Original language	English
Journal	International Journal of Finance and Economics
Publication status	Published - 1 Jan 2001

Cite this

@article{48ee685a4bad4517b83b1c5ce8063957,

title = "Irreducibility and Structural Cointegrating Relations: An Application to the G7 Long-Term Interest Rates",

author = "Marco Barassi and SG Hall and GM Caporale",

year = "2001",

month = jan,

day = "1",

language = "English",

journal = "International Journal of Finance and Economics",

issn = "1099-1158",

publisher = "Wiley",

}