Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate

C-Tier

Journal: Macroeconomic Dynamics

Year: 2023

Volume: 27

Issue: 1

Pages: 203-223

Authors (3)

Blazsek, Szabolcs (Mercer University) Escribano, Alvaro (not in RePEc) Licht, Adrian (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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