DOES MONEY MATTER - THE ROBUSTNESS OF EVIDENCE FROM VECTOR AUTOREGRESSIONS

被引：24

作者：

SPENCER, DE

机构：

来源：

JOURNAL OF MONEY CREDIT AND BANKING | 1989年 / 21卷 / 04期

关键词：

D O I：

10.2307/1992352

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：442 / 454

页数：13

共 23 条

[1] ATHEORETICAL MACROECONOMETRICS - A CRITIQUE [J].

COOLEY, TF ;

LEROY, SF .

JOURNAL OF MONETARY ECONOMICS, 1985, 16 (03) :283-308

[2] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J].

DICKEY, DA ;

FULLER, WA .

ECONOMETRICA, 1981, 49 (04) :1057-1072

[3] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].

DICKEY, DA ;

FULLER, WA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431

[4]

Eichenbaum M., 1986, NBER MACROECON ANNU, V1, P91

[5] COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J].

ENGLE, RF ;

GRANGER, CWJ .

ECONOMETRICA, 1987, 55 (02) :251-276

[6]

GODON RJ, 1982, BROOKINGS PAPERS EC, P205

[7]

GRANGER CWJ, 1977, J AM STAT ASSOC, V72, P22, DOI 10.1080/01621459.1977.10479900

[8]

Leamer E. E., 1985, CARNEGIE-ROCHESTER C, V22, P255, DOI [10.1016/0167-2231(85)90035-1, DOI 10.1016/0167-2231(85)90035-1]

[9] MONEY, REAL INTEREST-RATES, AND OUTPUT - A REINTERPRETATION OF POSTWAR UNITED-STATES DATA [J].

LITTERMAN, RB ;

WEISS, L .

ECONOMETRICA, 1985, 53 (01) :129-156

[10] A RECONSIDERATION OF SIMS EVIDENCE CONCERNING MONETARISM [J].

MCCALLUM, BT .

ECONOMICS LETTERS, 1983, 13 (2-3) :167-171

← 1 2 3 →