-
2
-
-
0029483998
-
The two faces of Janus: Institutions, policy regimes, and macroeconomic performance in Greece
-
Alogoskoufis G.S. The two faces of Janus: institutions, policy regimes, and macroeconomic performance in Greece. Economic Policy. 20:1995;148-192.
-
(1995)
Economic Policy
, vol.20
, pp. 148-192
-
-
Alogoskoufis, G.S.1
-
3
-
-
0001162133
-
Tests for parameter instability and structural change with unknown change point
-
Andrews D.W.K. Tests for parameter instability and structural change with unknown change point. Econometrica. 61:1993;821-856.
-
(1993)
Econometrica
, vol.61
, pp. 821-856
-
-
Andrews, D.W.K.1
-
5
-
-
0001752985
-
Debt, deficits, and inflation: An application to the public finances of India
-
Buiter W.H., Patel U.R. Debt, deficits, and inflation: an application to the public finances of India. Journal of Public Economics. 47:1992;171-205.
-
(1992)
Journal of Public Economics
, vol.47
, pp. 171-205
-
-
Buiter, W.H.1
Patel, U.R.2
-
6
-
-
0040468446
-
-
Centre for Economic Performance, LSE, discussion paper no 247.
-
Buiter, W.H., Patel, U.R., 1995. Budgetary aspects of stabilization and structural adjustment in India: the painful road to a sustainable fiscal-financial-monetary plan. Centre for Economic Performance, LSE, discussion paper no 247.
-
(1995)
Budgetary Aspects of Stabilization and Structural Adjustment in India: The Painful Road to a Sustainable Fiscal-financial-monetary Plan
-
-
Buiter, W.H.1
Patel, U.R.2
-
7
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
In: Blanchard, O.J., Fisher, J. (Eds) MIT Press, Cambridge, MA.
-
Campbell, J.Y., Perron, P., 1992. Pitfalls and opportunities: what macroeconomists should know about unit roots. In: Blanchard, O.J., Fisher, J. (Eds), NBER Economics Annual. MIT Press, Cambridge, MA.
-
(1992)
NBER Economics Annual
-
-
Campbell, J.Y.1
Perron, P.2
-
10
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey D.A., Fuller W.A. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica. 49:1981;1057-1072.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
12
-
-
0002984614
-
A new view of the federal debt and budget deficits
-
Eisner R., Pieper P.J. A new view of the federal debt and budget deficits. American Economic Review. 74:1984;11-29.
-
(1984)
American Economic Review
, vol.74
, pp. 11-29
-
-
Eisner, R.1
Pieper, P.J.2
-
13
-
-
84977368332
-
Is the budget deficit 'too large'
-
Hakkio G.S., Rush M. Is the budget deficit 'too large'. Economic Inquire. 29:1991;429-445.
-
(1991)
Economic Inquire
, vol.29
, pp. 429-445
-
-
Hakkio, G.S.1
Rush, M.2
-
14
-
-
0000481916
-
On the limitations of government borrowing: A framework for empirical testing
-
Hamilton J.D., Flavin M.A. On the limitations of government borrowing: a framework for empirical testing. American Economic Review. 76:1986;808-819.
-
(1986)
American Economic Review
, vol.76
, pp. 808-819
-
-
Hamilton, J.D.1
Flavin, M.A.2
-
15
-
-
38249026543
-
Four tests for the random walk hypothesis: Power versus robustness
-
Handa J., Ma B.K. Four tests for the random walk hypothesis: power versus robustness. Economics Letters. 29:1989;141-145.
-
(1989)
Economics Letters
, vol.29
, pp. 141-145
-
-
Handa, J.1
Ma, B.K.2
-
16
-
-
0039875440
-
-
Nuffield College, Oxford University, mimeo.
-
Hendry, D.F., Neale, A.J., 1989. The impact of structural breaks on unit root tests. Nuffield College, Oxford University, mimeo.
-
(1989)
The Impact of Structural Breaks on Unit Root Tests
-
-
Hendry, D.F.1
Neale, A.J.2
-
19
-
-
38249031222
-
Long-run limits on the US federal debt
-
Kremers J.J.M. Long-run limits on the US federal debt. Economics Letters. 28:1988;259-262.
-
(1988)
Economics Letters
, vol.28
, pp. 259-262
-
-
Kremers, J.J.M.1
-
20
-
-
38249025292
-
US federal indebtedness and the conduct of fiscal policy
-
Kremers J.J.M. US federal indebtedness and the conduct of fiscal policy. Journal of Monetary Economics. 23:1989;219-238.
-
(1989)
Journal of Monetary Economics
, vol.23
, pp. 219-238
-
-
Kremers, J.J.M.1
-
21
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
-
Kwiatkowski D., Phillips P.C.B., Schmidt P., Shin Y. Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root? Journal of Econometrics. 54:1992;159-178.
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.C.B.2
Schmidt, P.3
Shin, Y.4
-
23
-
-
21344490088
-
Approximate asymptotic distribution functions for unit-root and cointegration tests
-
MacKinnon J.G. Approximate asymptotic distribution functions for unit-root and cointegration tests. Journal of Business & Economic Statistics. 12:1994;167-176.
-
(1994)
Journal of Business & Economic Statistics
, vol.12
, pp. 167-176
-
-
MacKinnon, J.G.1
-
24
-
-
0040468439
-
-
KEPE, mimeo, (in Greek).
-
Maroulis, D.K., Makrydakis, S.V., Papaoikonomou, V., 1995. The Greek public sector policy on interest rates. KEPE, mimeo, (in Greek).
-
(1995)
The Greek Public Sector Policy on Interest Rates
-
-
Maroulis, D.K.1
Makrydakis, S.V.2
Papaoikonomou, V.3
-
25
-
-
21844518679
-
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
-
Ng S., Perron P. Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag. Journal of the American Statistical Association. 90:1995;268-281.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
26
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron P. The great crash, the oil price shock, and the unit root hypothesis. Econometrica. 57:1989;1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
27
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips P.C.B., Perron P. Testing for a unit root in time series regression. Biometrica. 75:1988;335-346.
-
(1988)
Biometrica
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
28
-
-
19044371729
-
Testing for unit roots in autoregressive moving average models of unknown order
-
Said S.E., Dickey D.A. Testing for unit roots in autoregressive moving average models of unknown order. Biometrica. 71:1984;599-607.
-
(1984)
Biometrica
, vol.71
, pp. 599-607
-
-
Said, S.E.1
Dickey, D.A.2
-
29
-
-
0002814040
-
Effects of model specification on tests for unit roots in macroeconomic data
-
Schwert G.W. Effects of model specification on tests for unit roots in macroeconomic data. Journal of Monetary Economics. 20:1987;73-103.
-
(1987)
Journal of Monetary Economics
, vol.20
, pp. 73-103
-
-
Schwert, G.W.1
-
31
-
-
21844492807
-
Response surface estimates of the KPSS stationarity test
-
Sephton P.S. Response surface estimates of the KPSS stationarity test. Economics Letters. 47:1995;255-261.
-
(1995)
Economics Letters
, vol.47
, pp. 255-261
-
-
Sephton, P.S.1
-
32
-
-
45549114624
-
Common trends, the government budget constraint, and revenue smoothing
-
Trehan B., Walsh C.E. Common trends, the government budget constraint, and revenue smoothing. Journal of Economic Dynamics and Control. 12:1988;425-444.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 425-444
-
-
Trehan, B.1
Walsh, C.E.2
-
33
-
-
0001231020
-
Testing intertemporal budget constraints: Theory and applications to US federal budget and current account deficits
-
Trehan B., Walsh C.E. Testing intertemporal budget constraints: theory and applications to US federal budget and current account deficits. Journal of Money, Credit and Banking. 23:1991;206-223.
-
(1991)
Journal of Money, Credit and Banking
, vol.23
, pp. 206-223
-
-
Trehan, B.1
Walsh, C.E.2
-
34
-
-
0040468442
-
-
Federal Reserve Bank of New York, discussion paper #9615.
-
Uctum, M., Wickens, M.R., 1996. Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis. Federal Reserve Bank of New York, discussion paper #9615.
-
(1996)
Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis
-
-
Uctum, M.1
Wickens, M.R.2
-
35
-
-
38249003630
-
The sustainability of current account deficits: A test of the US intertemporal budget constraint
-
Wickens M.R., Uctum M. The sustainability of current account deficits: a test of the US intertemporal budget constraint. Journal of Economic Dynamics and Control. 17:1993;423-441.
-
(1993)
Journal of Economic Dynamics and Control
, vol.17
, pp. 423-441
-
-
Wickens, M.R.1
Uctum, M.2
-
36
-
-
0001449154
-
The sustainability of government deficits: Implications of the present-value borrowing constraint
-
Wilcox D.W. The sustainability of government deficits: implications of the present-value borrowing constraint. Journal of Money, Credit and Banking. 21:1989;291-306.
-
(1989)
Journal of Money, Credit and Banking
, vol.21
, pp. 291-306
-
-
Wilcox, D.W.1
-
37
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
-
Zivot E., Andrews D.W.K. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics. 10:1992;251-270.
-
(1992)
Journal of Business & Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|