메뉴 건너뛰기




Volumn 42, Issue 4, 1998, Pages 1289-1327

Long-memoried processes, unit roots, and causal inference in political science

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0032220434     PISSN: 00925853     EISSN: None     Source Type: Journal    
DOI: 10.2307/2991858     Document Type: Article
Times cited : (33)

References (72)
  • 2
    • 0001758906 scopus 로고
    • Heteroskedasticity and autocorrelation consistent covariance matrix estimation
    • Andrews, Donald W. K. 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation." Econometrica 59:817-58.
    • (1991) Econometrica , vol.59 , pp. 817-858
    • Andrews, D.W.K.1
  • 3
    • 77957180358 scopus 로고
    • The methodology of cointegration
    • Beck, Nathaniel. 1993. "The Methodology of Cointegration." Political Analysis 4:237-48.
    • (1993) Political Analysis , vol.4 , pp. 237-248
    • Beck, N.1
  • 6
    • 0000467517 scopus 로고
    • Money does granger-cause output in a bivariate money-output relation
    • Christiano, Lawrence, and Lars Ljungqvist. 1988. "Money Does Granger-Cause Output in a Bivariate Money-Output Relation." Journal of Monetary Economics 22:217-35.
    • (1988) Journal of Monetary Economics , vol.22 , pp. 217-235
    • Christiano, L.1    Ljungqvist, L.2
  • 7
    • 84934454221 scopus 로고
    • What does economics have to teach political science and vice versa?
    • Chrystal, K. Alec, and David A. Peel. 1986. "What Does Economics Have to Teach Political Science and Vice Versa?" American Economic Review 76:62-5.
    • (1986) American Economic Review , vol.76 , pp. 62-65
    • Chrystal, K.A.1    Peel, D.A.2
  • 8
  • 10
    • 0000428450 scopus 로고    scopus 로고
    • Making wald tests for cointegrated VAR systems
    • Dolado, J. J., and Helmut Lutkepohl. 1996. "Making Wald Tests for Cointegrated VAR Systems." Econometric Reviews 15:369-86.
    • (1996) Econometric Reviews , vol.15 , pp. 369-386
    • Dolado, J.J.1    Lutkepohl, H.2
  • 11
    • 77957183867 scopus 로고
    • An essay on cointegration and error correction models
    • Durr, Robert H. 1993a. "An Essay on Cointegration and Error Correction Models." Political Analysis 4:185-228.
    • (1993) Political Analysis , vol.4 , pp. 185-228
    • Durr, R.H.1
  • 13
    • 0002193902 scopus 로고
    • Cointegrated economic time series: An overview with new results
    • eds. Robert F. Engle and Clive W. J. Granger. Oxford: Oxford University Press
    • Engle, Robert F., and S. Yoo. 1991. "Cointegrated Economic Time Series: An Overview with New Results." In Long-Run Economic Relationships: Readings in Cointegration, eds. Robert F. Engle and Clive W. J. Granger. Oxford: Oxford University Press.
    • (1991) Long-run Economic Relationships: Readings in Cointegration
    • Engle, R.F.1    Yoo, S.2
  • 14
    • 0001357048 scopus 로고
    • Testing for unit roots: 1
    • Evans, G. B. A., and N. E. Savin. 1981. "Testing for Unit Roots: 1." Econometrica 49:753-79.
    • (1981) Econometrica , vol.49 , pp. 753-779
    • Evans, G.B.A.1    Savin, N.E.2
  • 15
    • 0000190409 scopus 로고
    • Testing for unit roots: 2
    • Evans, G. B. A., and N. E. Savin. 1984. "Testing for Unit Roots: 2." Econometrica 52:1241-69.
    • (1984) Econometrica , vol.52 , pp. 1241-1269
    • Evans, G.B.A.1    Savin, N.E.2
  • 16
    • 84891551627 scopus 로고
    • Granger causality and the time series analysis of political relationships
    • Freeman, John R. 1983. "Granger Causality and the Time Series Analysis of Political Relationships." American Journal of Political Science 27:327-58.
    • (1983) American Journal of Political Science , vol.27 , pp. 327-358
    • Freeman, J.R.1
  • 17
    • 0010084919 scopus 로고
    • The politics of public and private investment in britain
    • eds. T. Janoski and A. M. Hicks. New York: Cambridge University Press
    • Freeman, John R., and James E. Alt. 1994. "The Politics of Public and Private Investment in Britain." In The Comparative Political Economy of the Welfare State, eds. T. Janoski and A. M. Hicks. New York: Cambridge University Press.
    • (1994) The Comparative Political Economy of the Welfare State
    • Freeman, J.R.1    Alt, J.E.2
  • 18
    • 0032388014 scopus 로고    scopus 로고
    • A computable equilibrium model for the study of political economy
    • Freeman, John R., and Daniel Houser. 1998. "A Computable Equilibrium Model for the Study of Political Economy." American Journal of Political Science. 42:628-660.
    • (1998) American Journal of Political Science , vol.42 , pp. 628-660
    • Freeman, J.R.1    Houser, D.2
  • 22
    • 84971738623 scopus 로고
    • U.S.-Soviet-Chinese relations: Routine, reciprocity, or rational expectations?
    • Goldstein, Joshua S., and John R. Freeman. 1991. "U.S.-Soviet-Chinese Relations: Routine, Reciprocity, or Rational Expectations?" American Political Science Review 85:17-35.
    • (1991) American Political Science Review , vol.85 , pp. 17-35
    • Goldstein, J.S.1    Freeman, J.R.2
  • 23
    • 0010182138 scopus 로고
    • Exogeneity, inference, and granger causality: Part II: The case of integrated regressors
    • Granato, James, and Renée Smith. 1994. "Exogeneity, Inference, and Granger Causality: Part II: The Case of Integrated Regressors." The Political Methodologist 6:23-5.
    • (1994) The Political Methodologist , vol.6 , pp. 23-25
    • Granato, J.1    Smith, R.2
  • 25
    • 0000155749 scopus 로고
    • Stochastic implications of the life cycle-permanent income hypothesis
    • Hall, Robert. 1978. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis." Journal of Political Economy 86:971-87.
    • (1978) Journal of Political Economy , vol.86 , pp. 971-987
    • Hall, R.1
  • 26
    • 0003410290 scopus 로고
    • Princeton: Princeton University Press
    • Hamilton, James D. 1994. Time Series Analysis. Princeton: Princeton University Press.
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
  • 27
    • 0001884299 scopus 로고
    • A review of methods of estimating cointegrating relationships
    • ed. Colin P. Hargreaves. Oxford: Oxford University Press
    • Hargreaves, Colin. 1994. "A Review of Methods of Estimating Cointegrating Relationships." In Nonstationary Time Series Analysis and Cointegration, ed. Colin P. Hargreaves. Oxford: Oxford University Press.
    • (1994) Nonstationary Time Series Analysis and Cointegration
    • Hargreaves, C.1
  • 31
    • 0003284285 scopus 로고
    • Long-run relations in australian money demand
    • ed. Colin W. Hargreaves. London: Edward Elgar
    • Juselius, Katarina, and Colin W. Hargreaves. 1992. "Long-Run Relations in Australian Money Demand." In Macroeconomic Modeling of the Long Run, ed. Colin W. Hargreaves. London: Edward Elgar.
    • (1992) Macroeconomic Modeling of the Long Run
    • Juselius, K.1    Hargreaves, C.W.2
  • 32
    • 84950459387 scopus 로고
    • Non-gaussian state-space modeling of nonstationary time series
    • Kitagawa, Genshiro. 1987. "Non-Gaussian State-Space Modeling of Nonstationary Time Series." Journal of the American Statistical Association 82:1032-63.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 1032-1063
    • Kitagawa, G.1
  • 34
    • 0000915967 scopus 로고    scopus 로고
    • Robust bayesian model selection for autoregressive processes with additive outliers
    • Le, Nhu D., Adrian E. Raftery, and R. Douglas Martin. 1996. "Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers." Journal of the American Statistical Association 91:123-31.
    • (1996) Journal of the American Statistical Association , vol.91 , pp. 123-131
    • Le, N.D.1    Raftery, A.E.2    Martin, R.D.3
  • 36
    • 84971791545 scopus 로고
    • Peasants or bankers? the american electorate and the U.S. Economy
    • MacKuen, Michael B., Robert S. Erikson, and James A. Stimson. 1992. "Peasants or Bankers? The American Electorate and the U.S. Economy." American Political Science Review 86:597-611.
    • (1992) American Political Science Review , vol.86 , pp. 597-611
    • Mackuen, M.B.1    Erikson, R.S.2    Stimson, J.A.3
  • 37
    • 84965673546 scopus 로고
    • Arms race modeling: Causality and model specification
    • Majeski, Stephen J., and David Jones. 1980. "Arms Race Modeling: Causality and Model Specification." Journal of Conflict Resolution 25:259-88.
    • (1980) Journal of Conflict Resolution , vol.25 , pp. 259-288
    • Majeski, S.J.1    Jones, D.2
  • 40
    • 0019675649 scopus 로고
    • Spurious periodicity in inappropriately detrended time series
    • Nelson, Charles R., and Heejoon Kang. 1981. "Spurious Periodicity in Inappropriately Detrended Time Series." Econometrica 49:741-51.
    • (1981) Econometrica , vol.49 , pp. 741-751
    • Nelson, C.R.1    Kang, H.2
  • 41
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Nelson, Charles R., and Charles I. Plosser. 1982. "Trends and Random Walks in Macroeconomic Time Series." Journal of Monetary Economics 10:139-62.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.R.1    Plosser, C.I.2
  • 42
    • 84981632768 scopus 로고
    • Error correction, partial adjustment and all that: An expository note
    • Nickell, S. 1985. "Error Correction, Partial Adjustment and All That: An Expository Note." Oxford Bulletin of Economics and Statistics 47:119-29.
    • (1985) Oxford Bulletin of Economics and Statistics , vol.47 , pp. 119-129
    • Nickell, S.1
  • 43
    • 21844518679 scopus 로고
    • Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag
    • Ng, Serena, and Pierre Perron. 1995. "Unit Root Tests in ARMA Models With Data-Dependent Methods for the Selection of the Truncation Lag." Journal of the American Statistical Association 90:268-80.
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 268-280
    • Ng, S.1    Perron, P.2
  • 44
    • 38249027140 scopus 로고
    • The spurious effects of unit roots on vector autoregressions: A monte carlo study
    • Ohanian, Lee E. 1988. "The Spurious Effects of Unit Roots on Vector Autoregressions: A Monte Carlo Study." Journal of Econometrics 39:251-66.
    • (1988) Journal of Econometrics , vol.39 , pp. 251-266
    • Ohanian, L.E.1
  • 45
    • 77957184276 scopus 로고
    • Error correction, attitude persistence, and executive rewards and punishments: A behavioral theory of presidential approval
    • Ostrom, Charles W., and Renée M. Smith. 1993. "Error Correction, Attitude Persistence, and Executive Rewards and Punishments: A Behavioral Theory of Presidential Approval." Political Analysis 4:127-83.
    • (1993) Political Analysis , vol.4 , pp. 127-183
    • Ostrom, C.W.1    Smith, R.M.2
  • 46
    • 0001031094 scopus 로고
    • On consistent estimates of the spectrum of a stationary time series
    • Parzen, E. 1957. "On Consistent Estimates of the Spectrum of a Stationary Time Series." Annals of Mathematical Statistics 28:329-48.
    • (1957) Annals of Mathematical Statistics , vol.28 , pp. 329-348
    • Parzen, E.1
  • 47
    • 84972278283 scopus 로고
    • Weak convergence of sample covariance matrices to stochastic integrals via martingale approximations
    • Phillips, Peter C. B. 1988a. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations." Econometric Theory 4:528-33.
    • (1988) Econometric Theory , vol.4 , pp. 528-533
    • Phillips, P.C.B.1
  • 49
    • 84986414355 scopus 로고
    • To criticize the critics: An objective bayesian analysis of stochastic trends
    • Phillips, Peter C. B. 1991a. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends." Journal of Applied Econometrics 6:333-64.
    • (1991) Journal of Applied Econometrics , vol.6 , pp. 333-364
    • Phillips, P.C.B.1
  • 50
    • 0000880923 scopus 로고
    • Optimal inference in cointegrated systems
    • Phillips, Peter C. B. 1991b. "Optimal Inference in Cointegrated Systems." Econometrica 59:238-306.
    • (1991) Econometrica , vol.59 , pp. 238-306
    • Phillips, P.C.B.1
  • 52
    • 84972480831 scopus 로고
    • Simultaneous equation bias in level VAR estimation
    • Phillips, Peter C. B. 1992b. "Simultaneous Equation Bias in Level VAR Estimation." Econometric Theory 8:307.
    • (1992) Econometric Theory , vol.8 , pp. 307
    • Phillips, P.C.B.1
  • 53
    • 0029426729 scopus 로고
    • Fully modified least squares and vector autoregression
    • Phillips, Peter C. B. 1995. "Fully Modified Least Squares and Vector Autoregression." Econometrica 63:1023-78.
    • (1995) Econometrica , vol.63 , pp. 1023-1078
    • Phillips, P.C.B.1
  • 54
    • 85045609647 scopus 로고    scopus 로고
    • Impulse response and forecast error variance asymptotics in nonstationary VAR's
    • Forthcoming
    • Phillips, Peter C. B. n.d. "Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's." Journal of Econometrics. Forthcoming.
    • Journal of Econometrics
    • Phillips, P.C.B.1
  • 56
    • 84971946892 scopus 로고
    • Asymptotically efficient estimation of cointegration relations
    • Saikkonen, Pentti. 1991. "Asymptotically Efficient Estimation of Cointegration Relations." Econometric Theory 7:1-21.
    • (1991) Econometric Theory , vol.7 , pp. 1-21
    • Saikkonen, P.1
  • 58
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims, Christopher A. 1980. "Macroeconomics and Reality." Econometrica 48:1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, C.A.1
  • 59
    • 45549119048 scopus 로고
    • Bayesian skepticism on unit root econometrics
    • Sims, Christopher A. 1988. "Bayesian Skepticism on Unit Root Econometrics." Journal of Economic Dynamics and Control 12:463-74.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 463-474
    • Sims, C.A.1
  • 60
    • 0000745315 scopus 로고
    • Inference in linear time series models with some unit roots
    • Sims, Christopher A., James H. Stock, and Mark W. Watson. 1990. "Inference in Linear Time Series Models with Some Unit Roots." Econometrica 58:113-44.
    • (1990) Econometrica , vol.58 , pp. 113-144
    • Sims, C.A.1    Stock, J.H.2    Watson, M.W.3
  • 61
    • 0001211740 scopus 로고
    • Understanding unit rooters: A helicopter tour
    • Sims, Christopher A., and Harald Uhlig. 1991. "Understanding Unit Rooters: A Helicopter Tour." Econometrica 59:1591-9.
    • (1991) Econometrica , vol.59 , pp. 1591-1599
    • Sims, C.A.1    Uhlig, H.2
  • 62
    • 38249030722 scopus 로고
    • Econometric issues in the analysis of equilibrium business cycle models
    • Singleton, K. J. 1988. "Econometric Issues in the Analysis of Equilibrium Business Cycle Models." Journal of Monetary Economics 21:361-86.
    • (1988) Journal of Monetary Economics , vol.21 , pp. 361-386
    • Singleton, K.J.1
  • 63
    • 0000514668 scopus 로고
    • Error correction, attractors, and cointegration: Substantive and methodological issues
    • Smith, Renée M. 1993. "Error Correction, Attractors, and Cointegration: Substantive and Methodological Issues." Political Analysis 4:249-54.
    • (1993) Political Analysis , vol.4 , pp. 249-254
    • Smith, R.M.1
  • 65
    • 0000246372 scopus 로고
    • Interpreting the evidence on money-income causality
    • Stock, James H., and Mark W. Watson. 1989. "Interpreting the Evidence on Money-Income Causality." Journal of Econometrics 40:161-83.
    • (1989) Journal of Econometrics , vol.40 , pp. 161-183
    • Stock, J.H.1    Watson, M.W.2
  • 66
    • 0000048080 scopus 로고
    • Vector autoregressions and causality
    • Toda, H., and Peter C. B. Phillips. 1993. "Vector Autoregressions and Causality." Econometrica 61:1367-93.
    • (1993) Econometrica , vol.61 , pp. 1367-1393
    • Toda, H.1    Phillips, P.C.B.2
  • 67
    • 0000383532 scopus 로고
    • Statistical inference in vector autoregressions with possibly integrated regressors
    • Toda, H., and Taku Yamamoto. 1995. "Statistical Inference in Vector Autoregressions with Possibly Integrated Regressors." Journal of Econometrics 66:225-50.
    • (1995) Journal of Econometrics , vol.66 , pp. 225-250
    • Toda, H.1    Yamamoto, T.2
  • 68
    • 0000875323 scopus 로고
    • Time series model specification in the presence of outliers
    • Tsay, Ruey S. 1986. "Time Series Model Specification in the Presence of Outliers." Journal of the American Statistical Association 81:132-41.
    • (1986) Journal of the American Statistical Association , vol.81 , pp. 132-141
    • Tsay, R.S.1
  • 69
    • 84971766222 scopus 로고
    • The political manipulation of macroeconomic policy
    • Williams, John T. 1990. "The Political Manipulation of Macroeconomic Policy." American Political Science Review 84:767-96.
    • (1990) American Political Science Review , vol.84 , pp. 767-796
    • Williams, J.T.1
  • 70
    • 77957175875 scopus 로고
    • What goes around comes around: Unit root tests and cointegration
    • Williams, John T. 1993. "What Goes Around Comes Around: Unit Root Tests and Cointegration." Political Analysis 4:229-35.
    • (1993) Political Analysis , vol.4 , pp. 229-235
    • Williams, J.T.1
  • 71
    • 84928838012 scopus 로고
    • Sophisticated reaction in the U.S.-Soviet Arms race: Evidence of rational expectations
    • Williams, John T., and Michael McGinnis. 1988. "Sophisticated Reaction in the U.S.-Soviet Arms Race: Evidence of Rational Expectations." American Journal of Political Science 32:968-95.
    • (1988) American Journal of Political Science , vol.32 , pp. 968-995
    • Williams, J.T.1    McGinnis, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.