Common trends, the governments budget constraint, and revenue smoothing

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Economic time series with random walk and other nonstationary components
1. Verfasser: Trehan, Bharat (VerfasserIn)
Weitere Verfasser: Walsh, Carl E. (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1988
Schlagworte:
Öffentliche Schulden > USA > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Interpreting cointegrated models 1988 Campbell, John Y.
Common nonstationary components of asset prices 1988 Bossaerts, Peter L.
Trends and random walks in macroeconomic time series : further evidence from a new approach 1988 Perron, Pierre
Cointegration and stock prices : the random walk on Wall Street revisited 1988 Cerchi, Marlene
Nonstationarity, cointegration, and error correction in economic modeling : editor's introd. and overview 1988 Aoki, Masanao
On alternative state space representations of time series models 1988 Aoki, Masanao
On the dynamic shape of aggregated error correction models 1988 Lippi, Marco
The convergence of multivariate "unit root" distributions to their asymptotic limits : the case of money-income causality 1988
Spurious trend and cycle in the state space decomposition of a time series with a unit root 1988 Nelson, Charles R.
Common trends, the governments budget constraint, and revenue smoothing 1988 Trehan, Bharat
A note on minimum mean squared error estimation of signals with unit roots 1988 Maravall Herrero, Agustín
Causality, cointegration, and control 1988 Granger, C. W. J.
Bayesian skepticism on unit root econometrics 1988 Sims, Christopher A.
Continuous time autoregressive models with common stochastic trends 1988 Harvey, Andrew C.
Statistical analysis of cointegration vectors 1988 Johansen, Søren
Error correction models, cointegration and the internal model principle 1988 Salmon, Mark H.
Rational-expectations econometric analysis of changes in regime : an investigation of the term structure of interest rates 1988 Hamilton, James D.
Multivariate estimates of the permanent components of GNP and stock prices 1988 Cochrane, John H.
Testing for cointegration using principal components methods 1988 Phillips, Peter C. B.
Nearly redundant parameters and measures of persistence in economic time series Clark, Peter K.
Alle Artikel auflisten