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Volumn 5, Issue 1, 1998, Pages 31-35

Money, exchange rates and international business cycle between Japan and the United States

Author keywords

[No Author keywords available]

Indexed keywords

BUSINESS CYCLE; EXCHANGE RATES; MONEY SUPPLY;

EID: 0031811107     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/758540122     Document Type: Article
Times cited : (2)

References (13)
  • 3
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    • Dynamics of the trade balance and the terms of trade: The J-curve?
    • Backus, D.K. Kehoe, P.J. and Kydland, F.E. (1994) Dynamics of the trade balance and the terms of trade: the J-curve?, American Economic Review, 84, 84-103
    • (1994) American Economic Review , vol.84 , pp. 84-103
    • Backus, D.K.1    Kehoe, P.J.2    Kydland, F.E.3
  • 4
    • 85016078433 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances
    • Blanchard, O.J. and Quah, D. (1989) The dynamic effects of aggregate demand and supply disturbances, American Economic Review, 79, 655-73.
    • (1989) American Economic Review , vol.79 , pp. 655-673
    • Blanchard, O.J.1    Quah, D.2
  • 5
    • 85036258669 scopus 로고
    • Distribution of estimators for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1979) Distribution of estimators for autoregressive time series with a unit root, Journal of American Statistical Association, 74, 427-31.
    • (1979) Journal of American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 6
    • 0000472488 scopus 로고
    • Likelihood ratio statistic for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1981) Likelihood ratio statistic for autoregressive time series with a unit root, Econometrica, 49, 1057-72.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 7
    • 0003410290 scopus 로고
    • Princeton University Press, New Jersey
    • Hamilton, J.D. (1994) Time Series Analysis (Princeton University Press, New Jersey).
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
  • 10
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegrated vectors in Gaussian vector autoregressive models
    • Johansen, S. (1991) Estimation and hypothesis testing of cointegrated vectors in Gaussian vector autoregressive models, Econometrica, 59, 1551-80.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 11
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration: With applications to the demand for money
    • Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference on cointegration: with applications to the demand for money, Oxford Bulletin of Economics and Statistics, 52, 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 13
    • 0000997472 scopus 로고
    • Macroecenomics and reality
    • Sims, C.A. (1980) Macroecenomics and reality, Econometrica, 48, 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.