Cointegration with occasionally binding constraints

A-Tier

Journal: Journal of Econometrics

Year: 2025

Volume: 252

Issue: PA

Authors (3)

Duffy, James A. (not in RePEc) Mavroeidis, Sophocles (Oxford University) Wycherley, Sam (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

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