Codependent cycles
- 1 October 1997
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 80 (2) , 199-221
- https://doi.org/10.1016/s0304-4076(97)00032-8
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Testing for Common FeaturesJournal of Business & Economic Statistics, 1993
- Permanent Income, Current Income, and ConsumptionJournal of Business & Economic Statistics, 1990
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, InstrumentsEconometrica, 1983
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- The LIML and Related Estimators of an Equation with Moving Average DisturbancesInternational Economic Review, 1981
- A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’Journal of Monetary Economics, 1981
- Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and EvidenceJournal of Political Economy, 1978
- Long-Term Contracts, Rational Expectations, and the Optimal Money Supply RuleJournal of Political Economy, 1977