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Volumn 59, Issue 3, 1997, Pages 405-422

Short-run dynamics in cointegrated systems

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[No Author keywords available]

Indexed keywords


EID: 0031521967     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00073     Document Type: Article
Times cited : (48)

References (17)
  • 2
    • 49149136203 scopus 로고
    • A New Approach to the Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to the Measurement of the "Business Cycle"
    • Beveridge, S. and Nelson, C. R. (1981). 'A New Approach to the Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to the Measurement of the "Business Cycle"', Journal of Monetary Economics, Vol. 7, pp. 151-74.
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.R.2
  • 3
    • 0009285303 scopus 로고
    • Empirical Analysis of Macroeconomic Time Series. VAR and Structural Models
    • Clements, M. P. and Mizon, G. E. (1991). 'Empirical Analysis of Macroeconomic Time Series. VAR and Structural Models', European Economic Review, vol. 35, pp. 887-932.
    • (1991) European Economic Review , vol.35 , pp. 887-932
    • Clements, M.P.1    Mizon, G.E.2
  • 7
    • 84952524237 scopus 로고
    • Estimation of Common Long-Memory Components in Cointegrated Systems
    • Gonzalo, J. and Granger, C. W. J. (1995). 'Estimation of Common Long-Memory Components in Cointegrated Systems', Journal of Business and Economic Statistics, Vol. 13, pp. 27-35.
    • (1995) Journal of Business and Economic Statistics , vol.13 , pp. 27-35
    • Gonzalo, J.1    Granger, C.W.J.2
  • 10
    • 0001390204 scopus 로고
    • Cointegration and Error Correction Mechanism
    • Hylleberg, S. and Mizon, G. E. (1989). 'Cointegration and Error Correction Mechanism', The Economic Journal, Vol. 99, pp. 113-25.
    • (1989) The Economic Journal , vol.99 , pp. 113-125
    • Hylleberg, S.1    Mizon, G.E.2
  • 11
    • 0345510809 scopus 로고
    • Statistical Analysis of Cointegrating Vectors
    • Johansen, S. (1988). 'Statistical Analysis of Cointegrating Vectors', Journal of Economic Dynamics and Control, Vol. 12, pp. 231-54.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 231-254
    • Johansen, S.1
  • 12
    • 0000158117 scopus 로고
    • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
    • Johansen, S. (1991). 'Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models', Econometrica, Vol. 59, pp. 1551-80.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 15
    • 0000997472 scopus 로고
    • Macroeconomics and Reality
    • Sims, C. (1980). 'Macroeconomics and Reality', Econometrica, Vol. 48, pp. 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.