Estimating short and long-run relationships: a guide for the applied economist

C-Tier
Journal: Applied Economics
Year: 2007
Volume: 39
Issue: 13
Pages: 1613-1625

Authors (1)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Many applied economists face problems in selecting an appropriate technique to estimate short and long-run relationships with the time series methods. This article reviews three alternative approaches viz., general to specific, vector autoregressions and the vector error correction models. As in other methodological controversies, definite answers are difficult. It is suggested that if these techniques are seen as tools to summarize data, as in Smith (2000), often there maybe only minor differences in their estimates. Therefore a computationally attractive technique is likely to be popular.

Technical Details

RePEc Handle
repec:taf:applec:v:39:y:2007:i:13:p:1613-1625
Journal Field
General
Author Count
1
Added to Database
2026-01-29