Yen Yao Lok

2 Questions 1 Answers 0 Followers

Questions related from Yen Yao Lok

How can the short run relationship of 2 macroeconomic variables be determined from OLS regression?

The variables are both I(0) which means using OLS will be appropriate instead of using the Johansen test. However, how can this OLS be applied into Granger causality to verify the short run...

04 May 2016 9,318 12 View

Can the cointegration of two macroeconomics of I(0) be tested using Johansen test? If no, how can the long-run relationship between them be verified?

Both of the variables is I(0) I am using the software Eviews

29 April 2016 4,038 6 View