Long-run economic relationships : readings in cointegration / Engle, R. F., (Robert F.), editor.

autoregressive models -- Cointegration analysis -- VARX modelling -- Impulse response analysis -- Modelling the

Granger Causality; 4.7 Cointegration and the Error Correction Model (ECM); 5 The Development of Seasonal

estimation of a var model; 4.2 granger causality; 4.3 cointegration and error correction models; 4.3.1

, and Okun's Law: Postwar USA, UK, and Japan -- 6. Finance and Growth: VARs with Cointegration for the

roots -- Cointegration analysis -- The econometrics of forecasting : theory and application -- An