Interpretation of Cointegration Coefficients: A Paradox, a Solution and Empirical Evidence

KOF Working Paper No. 82

Christian Müller

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Müller, C. (2003): Interpretation of Cointegration Coefficients: A Paradox, a Solution and Empirical Evidence , KOF-Arbeitspapiere/Workingpapers No. 82, December, Zurich.

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