GVAR: A Case of Spurious Cross-Sectional Cointegration

Journal title

Central European Journal of Economic Modelling and Econometrics




No 2


Kłębowski, Piotr : University of Łódz, Poland



global VAR ; GVAR ; panel VAR ; PVAR ; spurious cross-sectional cointegration

Divisions of PAS

Nauki Humanistyczne i Społeczne




Oddział PAN w Łodzi


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DOI: 10.24425/cejeme.2021.137360


Central European Journal of Economic Modelling and Econometrics; 2021; No 2; 175-187