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TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS
被引:2388
作者
:
NELSON, CR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
NELSON, CR
[
1
]
PLOSSER, CI
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
PLOSSER, CI
[
1
]
机构
:
[1]
UNIV ROCHESTER,ROCHESTER,NY 14627
来源
:
JOURNAL OF MONETARY ECONOMICS
|
1982年
/ 10卷
/ 02期
关键词
:
D O I
:
10.1016/0304-3932(82)90012-5
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:139 / 162
页数:24
相关论文
共 45 条
[1]
RATIONAL EXPECTATIONS AND ROLE OF MONETARY-POLICY
BARRO, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BARRO, RJ
[J].
JOURNAL OF MONETARY ECONOMICS,
1976,
2
(01)
: 1
-
32
[2]
UNANTICIPATED MONEY, OUTPUT, AND PRICE-LEVEL IN UNITED-STATES
BARRO, RJ
论文数:
0
引用数:
0
h-index:
0
BARRO, RJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1978,
86
(04)
: 549
-
580
[3]
A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE
BEVERIDGE, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WASHINGTON,SEATTLE,WA 98195
UNIV WASHINGTON,SEATTLE,WA 98195
BEVERIDGE, S
NELSON, CR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WASHINGTON,SEATTLE,WA 98195
UNIV WASHINGTON,SEATTLE,WA 98195
NELSON, CR
[J].
JOURNAL OF MONETARY ECONOMICS,
1981,
7
(02)
: 151
-
174
[4]
BLACK F, 1979, GENERAL EQUILIBRIUM
[5]
BODKIN RG, 1969, CANADIAN J EC, V2, P353
[6]
Burns A. F., 1946, MEASURING BUSINESS C
[7]
NOTE ON TREND REMOVAL METHODS - CASE OF POLYNOMIAL REGRESSION VERSUS VARIATE DIFFERENCING
CHAN, KH
论文数:
0
引用数:
0
h-index:
0
机构:
CONCORDIA UNIV,MONTREAL H3G 1M8,QUEBEC,CANADA
CHAN, KH
HAYYA, JC
论文数:
0
引用数:
0
h-index:
0
机构:
CONCORDIA UNIV,MONTREAL H3G 1M8,QUEBEC,CANADA
HAYYA, JC
ORD, JK
论文数:
0
引用数:
0
h-index:
0
机构:
CONCORDIA UNIV,MONTREAL H3G 1M8,QUEBEC,CANADA
ORD, JK
[J].
ECONOMETRICA,
1977,
45
(03)
: 737
-
744
[8]
Dickey D. A, 1976, THESIS IOWA STATE U
[9]
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
ECONOMETRICA,
1981,
49
(04)
: 1057
-
1072
[10]
DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1979,
74
(366)
: 427
-
431
←
1
2
3
4
5
→
共 45 条
[1]
RATIONAL EXPECTATIONS AND ROLE OF MONETARY-POLICY
BARRO, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BARRO, RJ
[J].
JOURNAL OF MONETARY ECONOMICS,
1976,
2
(01)
: 1
-
32
[2]
UNANTICIPATED MONEY, OUTPUT, AND PRICE-LEVEL IN UNITED-STATES
BARRO, RJ
论文数:
0
引用数:
0
h-index:
0
BARRO, RJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1978,
86
(04)
: 549
-
580
[3]
A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE
BEVERIDGE, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WASHINGTON,SEATTLE,WA 98195
UNIV WASHINGTON,SEATTLE,WA 98195
BEVERIDGE, S
NELSON, CR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WASHINGTON,SEATTLE,WA 98195
UNIV WASHINGTON,SEATTLE,WA 98195
NELSON, CR
[J].
JOURNAL OF MONETARY ECONOMICS,
1981,
7
(02)
: 151
-
174
[4]
BLACK F, 1979, GENERAL EQUILIBRIUM
[5]
BODKIN RG, 1969, CANADIAN J EC, V2, P353
[6]
Burns A. F., 1946, MEASURING BUSINESS C
[7]
NOTE ON TREND REMOVAL METHODS - CASE OF POLYNOMIAL REGRESSION VERSUS VARIATE DIFFERENCING
CHAN, KH
论文数:
0
引用数:
0
h-index:
0
机构:
CONCORDIA UNIV,MONTREAL H3G 1M8,QUEBEC,CANADA
CHAN, KH
HAYYA, JC
论文数:
0
引用数:
0
h-index:
0
机构:
CONCORDIA UNIV,MONTREAL H3G 1M8,QUEBEC,CANADA
HAYYA, JC
ORD, JK
论文数:
0
引用数:
0
h-index:
0
机构:
CONCORDIA UNIV,MONTREAL H3G 1M8,QUEBEC,CANADA
ORD, JK
[J].
ECONOMETRICA,
1977,
45
(03)
: 737
-
744
[8]
Dickey D. A, 1976, THESIS IOWA STATE U
[9]
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
ECONOMETRICA,
1981,
49
(04)
: 1057
-
1072
[10]
DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1979,
74
(366)
: 427
-
431
←
1
2
3
4
5
→