On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2002

Volume: 26

Issue: 9-10

Pages: 1517-1537

Authors (3)

Greenslade, Jennifer V. (Bank of England) Hall, Stephen G. (Bank of Greece) Henry, S. G. Brian (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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