메뉴 건너뛰기




Volumn 30, Issue 3, 1996, Pages 275-299

On the existence of macro variables and of macro relationships

Author keywords

Fokker planck equation; Macro systems; Stochastic processes; Transitional probabilities

Indexed keywords


EID: 0030243493     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2681(96)00871-2     Document Type: Article
Times cited : (18)

References (26)
  • 1
    • 0002811393 scopus 로고
    • Irrational behavior and economic theory
    • Becker, G., 1962, Irrational behavior and economic theory, Journal of Political Economy, 70, 1-13.
    • (1962) Journal of Political Economy , vol.70 , pp. 1-13
    • Becker, G.1
  • 2
    • 0000197571 scopus 로고
    • The estimation of parameters in non-stationary higher order continuous time dynamic models
    • Bergstrom, A.R., 1985, The estimation of parameters in non-stationary higher order continuous time dynamic models, Econometric Theory, 1, 370-385.
    • (1985) Econometric Theory , vol.1 , pp. 370-385
    • Bergstrom, A.R.1
  • 3
    • 0000838568 scopus 로고
    • Flexible functional forms and expenditure distributions: An application to canadian consumer demand functions
    • October
    • Berndt, E.R., M. Darrough and W.E. Diewert, 1977, October, Flexible functional forms and expenditure distributions: An application to Canadian consumer demand functions, International Economic Review, 18(3), 651-75.
    • (1977) International Economic Review , vol.18 , Issue.3 , pp. 651-675
    • Berndt, E.R.1    Darrough, M.2    Diewert, W.E.3
  • 5
    • 84950771789 scopus 로고
    • Estimating optimal transformations for multiple regression and correlation
    • Breiman, L. and J. Friedman, 1985, Estimating optimal transformations for multiple regression and correlation, Journal of the American Statistical Assoc., 80, 580-619.
    • (1985) Journal of the American Statistical Assoc. , vol.80 , pp. 580-619
    • Breiman, L.1    Friedman, J.2
  • 8
    • 84982697452 scopus 로고
    • Aggregate stochastic implications of the life cycle hypothesis
    • Columbia University, New York
    • Clarida, R., 1991, Aggregate stochastic implications of the life cycle hypothesis, Economics Discussion Paper Series, Vol. 544, Columbia University, New York.
    • (1991) Economics Discussion Paper Series , vol.544
    • Clarida, R.1
  • 9
    • 43949149753 scopus 로고
    • A statistical equilibrium theory of markets
    • Foley, D.K., 1994, A statistical equilibrium theory of markets, Journal of Economic Theory, 62, 321-345.
    • (1994) Journal of Economic Theory , vol.62 , pp. 321-345
    • Foley, D.K.1
  • 12
    • 0001851585 scopus 로고
    • Transformations of the commodity space, behavioral heterogeneity, and the aggregation problem
    • Grandmont, J., 1992, Transformations of the commodity space, behavioral heterogeneity, and the aggregation problem, Journal of Economic Theory, 57, 1-35.
    • (1992) Journal of Economic Theory , vol.57 , pp. 1-35
    • Grandmont, J.1
  • 13
    • 0001740152 scopus 로고
    • On the law of demand
    • Hildenbrand, W., 1983, On the law of demand, Econometrica, 51(4), 997-1019.
    • (1983) Econometrica , vol.51 , Issue.4 , pp. 997-1019
    • Hildenbrand, W.1
  • 14
    • 0001201174 scopus 로고
    • Whom or what does the representative individual represent?
    • Kirman, A.P., 1992, Whom or what does the representative individual represent?, Journal of Economic Perspectives, 6, 117-136.
    • (1992) Journal of Economic Perspectives , vol.6 , pp. 117-136
    • Kirman, A.P.1
  • 15
    • 38249031430 scopus 로고
    • On the dynamic shape of aggregated error correction models
    • Lippi, M., 1988, On the dynamic shape of aggregated error correction models, Journal of Economic Dynamics and Control, 12(2/3), 561-585.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , Issue.2-3 , pp. 561-585
    • Lippi, M.1
  • 16
    • 0001764352 scopus 로고
    • Mathematical problems of modeling stochastic nonlinear dynamic systems
    • Mortensen, R.E., 1969, Mathematical problems of modeling stochastic nonlinear dynamic systems, Journal of Statistical Physics, 1(2), 271-296.
    • (1969) Journal of Statistical Physics , vol.1 , Issue.2 , pp. 271-296
    • Mortensen, R.E.1
  • 17
    • 0000871759 scopus 로고
    • Stochastic processes and statistical physics
    • Series B
    • Moyal, J.E., 1949, Stochastic processes and statistical physics, Journal of the Royal Statistical Society, 11, 150-210, Series B.
    • (1949) Journal of the Royal Statistical Society , vol.11 , pp. 150-210
    • Moyal, J.E.1
  • 18
    • 0842316847 scopus 로고
    • ARCH models as diffusion approximations
    • Nelson, D.B., 1990, ARCH models as diffusion approximations, Journal of Econometrics, 45, 7-38.
    • (1990) Journal of Econometrics , vol.45 , pp. 7-38
    • Nelson, D.B.1
  • 19
    • 70350303608 scopus 로고
    • Non-linear time series models and dynamical systems
    • E. Hannan, P. Krishnaiah and M. Rao, Eds., Elsevier Science, New York
    • Ozaki, T., 1985, Non-linear time series models and dynamical systems, In: E. Hannan, P. Krishnaiah and M. Rao, Eds., Handbook of Statistics, Vol. 5, (Elsevier Science, New York), pp.25-83.
    • (1985) Handbook of Statistics , vol.5 , pp. 25-83
    • Ozaki, T.1
  • 20
    • 0016722260 scopus 로고
    • Unique estimates of the parameters of continuous stationary stochastic processes
    • Pandit, S. and S. Wu, 1975, Unique estimates of the parameters of continuous stationary stochastic processes, Biometrika, 62, 497-501.
    • (1975) Biometrika , vol.62 , pp. 497-501
    • Pandit, S.1    Wu, S.2
  • 21
    • 0011558566 scopus 로고
    • Limiting functional forms for market demand curves
    • Ramsey, J.B., 1972, Limiting functional forms for market demand curves, Econometrica.
    • (1972) Econometrica
    • Ramsey, J.B.1
  • 22
    • 33947584143 scopus 로고
    • The analysis of foreign exchange data using waveform dictionaries
    • Dept. of Economics, New York University, New York
    • Ramsey, J.B. and Z. Zhang, 1995, The analysis of foreign exchange data using waveform dictionaries, C.V. Starr Center for Applied Economics, Vol. RR#95-03, (Dept. of Economics, New York University, New York) (22).
    • (1995) C.V. Starr Center for Applied Economics , vol.RR95-03 , pp. 22
    • Ramsey, J.B.1    Zhang, Z.2
  • 23
    • 0011565963 scopus 로고
    • Some discrete approximations to continuous time stochastic models
    • Series B
    • Sargan, J.D., 1974, Some discrete approximations to continuous time stochastic models, Journal of the Royal Statistical Society, 36(1), 74-90, Series B.
    • (1974) Journal of the Royal Statistical Society , vol.36 , Issue.1 , pp. 74-90
    • Sargan, J.D.1
  • 24
    • 0000714123 scopus 로고
    • Empirical approaches to the problem of aggregation over individuals
    • Stoker, T.M., 1993, Empirical approaches to the problem of aggregation over individuals, Journal of Economic Literature, XXXI, 1827-1874.
    • (1993) Journal of Economic Literature , vol.31 , pp. 1827-1874
    • Stoker, T.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.