Are Output Fluctuations Transitory?
暂无分享,去创建一个
[1] Mark W. Watson,et al. Univariate detrending methods with stochastic trends , 1986 .
[2] H. Akaike. Canonical Correlation Analysis of Time Series and the Use of an Information Criterion , 1976 .
[3] Stanley Fischer,et al. Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule , 1977, Journal of Political Economy.
[4] Salih N. Neftci,et al. Specification of Economic Time Series Models Using Akaike's Criterion , 1982 .
[5] G. William Schwert,et al. Estimation of a non-invertible moving average process: The case of overdifferencing , 1977 .
[6] P. Diamond. A Search-Equilibrium Approach to the Micro Foundations of Macroeconomics , 1984 .
[7] James Davidson,et al. Problems with the estimation of moving average processes , 1981 .
[8] H. Akaike. A new look at the statistical model identification , 1974 .
[9] C. Nelson,et al. Trends and random walks in macroeconmic time series: Some evidence and implications , 1982 .
[10] O. Blanchard. What Is Left of the Multiplier Accelerator , 1981 .
[11] C. Nelson,et al. Spurious Periodicity in Inappropriately Detrended Time Series , 1981 .
[12] Finn E. Kydland,et al. A Competitive Theory of Fluctuations and the Feasibility and Desirability of Stabilization Policy , 1980 .
[13] Angus Deaton,et al. Life-Cycle Models of Consumption: is the Evidence Consistent with the Theory? , 1986 .
[14] G. William Schwert,et al. Effects of model specification on tests for unit roots in macroeconomic data , 1987 .
[16] Anna J. Schwartz,et al. Monetary Trends in the United States and United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867–1975 , 1982 .
[17] J. Sargan,et al. Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle , 1983 .
[18] Bronwyn H Hall,et al. Estimation and Inference in Nonlinear Structural Models , 1974 .
[19] John H. Cochrane,et al. How Big Is the Random Walk in GNP? , 1988, Journal of Political Economy.
[20] G. Schwarz. Estimating the Dimension of a Model , 1978 .
[21] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .
[22] N. Mankiw,et al. International Evidence on the Persistence of Economic Fluctuations , 1989 .
[23] L. Robert. Some International Evidence on Output-Inflation Tradeoffs. , 1973 .
[24] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .
[25] M. Shapiro,et al. Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models , 1985 .
[26] D. Andrews,et al. Trends, random walks, and tests of the permanent income hypothesis , 1985 .
[27] J. Campbell,et al. Permanent and Transitory Components in Macroeconomic Fluctuations , 1987 .
[28] D. B. Preston. Spectral Analysis and Time Series , 1983 .
[29] Marjorie Flavin. Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence , 1983, Journal of Political Economy.
[30] Finn E. Kydland,et al. Time to Build and Aggregate Fluctuations , 1982 .
[31] Paul Newbold,et al. Finite sample properties of estimators for autoregressive moving average models , 1980 .
[32] R. Frisch,et al. Partial Time Regressions as Compared with Individual Trends , 1933 .