A Long run structural macroeconometric model of the UK
- 1 April 2003
- journal article
- Published by Oxford University Press (OUP) in The Economic Journal
- Vol. 113 (487) , 412-455
- https://doi.org/10.1111/1468-0297.00131
Abstract
No abstract availableKeywords
All Related Versions
This publication has 52 references indexed in Scilit:
- Small-sample Confidence Intervals for Impulse Response FunctionsThe Review of Economics and Statistics, 1998
- Tests for cointegration a Monte Carlo comparisonJournal of Econometrics, 1996
- Cointegration and speed of convergence to equilibriumJournal of Econometrics, 1996
- How Well Does The IS-LM Model Fit Postwar U. S. Data?The Quarterly Journal of Economics, 1992
- ARE FLUCTUATIONS IN U.K. OUTPUT TRANSITORY OR PERMANENT?*The Manchester School, 1991
- Testing for the long run relationship between nominal interest rates and inflation using cointegration techniquesApplied Economics, 1989
- An empirical examination of long-run purchasing power parity using cointegration techniquesApplied Economics, 1988
- An empirical investigation of the long-run behavior of real exchange ratesCarnegie-Rochester Conference Series on Public Policy, 1987
- Alternative explanations of the money-income correlationCarnegie-Rochester Conference Series on Public Policy, 1986
- The Optimal Degree of Commitment to an Intermediate Monetary TargetThe Quarterly Journal of Economics, 1985