{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,1]],"date-time":"2022-04-01T20:16:41Z","timestamp":1648844201217},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2000,2,1]],"date-time":"2000-02-01T00:00:00Z","timestamp":949363200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,2]]},"abstract":"<jats:p>This paper investigates Granger noncausality and \nthe cointegrating relation between two time series in the \nHilbert space framework. This framework allows us to analyze \nthe relationship between cointegration and distance between \ntwo information sets. In particular, we prove that if two \nvariables, <jats:italic>X<\/jats:italic> and <jats:italic>Y<\/jats:italic>, are cointegrated, \nthen the distance between two information sets, concerning \nthe differenced series \u0394<jats:italic>X<\/jats:italic> and \u0394<jats:italic>Y<\/jats:italic>, \nmust be less than the standard deviation of \u0394<jats:italic>X<\/jats:italic>.<\/jats:p>","DOI":"10.1017\/s0266466600161055","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"102-111","source":"Crossref","is-referenced-by-count":2,"title":["COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS"],"prefix":"10.1017","volume":"16","author":[{"given":"Umberto","family":"Triacca","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2000,2,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600161055","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,3]],"date-time":"2019-04-03T20:27:29Z","timestamp":1554323249000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600161055\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2000,2]]}},"alternative-id":["S0266466600161055"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600161055","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,2]]}}}