메뉴 건너뛰기




Volumn 67, Issue 1, 2000, Pages 123-138

The dynamic behavior of wages and prices: Cointegration tests within a large macroeconomic system

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0034374008     PISSN: 00384038     EISSN: None     Source Type: Journal    
DOI: 10.2307/1061616     Document Type: Article
Times cited : (11)

References (26)
  • 1
    • 84925978912 scopus 로고
    • Time series representations of economic variable and alternative models of the labour market
    • Ashenfelter, Orley, and David Card. 1982. Time series representations of economic variable and alternative models of the labour market. Review of Economic Studies 49:761-82.
    • (1982) Review of Economic Studies , vol.49 , pp. 761-782
    • Ashenfelter, O.1    Card, D.2
  • 2
    • 0039814249 scopus 로고
    • Cost-push versus demand-pull inflation: Some empirical evidence
    • Barth, James R., and James T. Bennett. 1975. Cost-push versus demand-pull inflation: Some empirical evidence. Journal of Money, Credit, and Banking 7(3):391-7.
    • (1975) Journal of Money, Credit, and Banking , vol.7 , Issue.3 , pp. 391-397
    • Barth, J.R.1    Bennett, J.T.2
  • 3
    • 84954974222 scopus 로고
    • Permanent and transitory components of GNP and stock prices
    • Cochrane, John H. 1994. Permanent and transitory components of GNP and stock prices. Quarterly Journal of Economics 109(February):241-65.
    • (1994) Quarterly Journal of Economics , vol.109 , Issue.FEBRUARY , pp. 241-265
    • Cochrane, J.H.1
  • 4
    • 38249031401 scopus 로고
    • Multivariate estimates of the permanent components of GNP and stock prices
    • Cochrane, John H., and Argia M. Sbordone. 1988. Multivariate estimates of the permanent components of GNP and stock prices. Journal of Economic Dynamics and Control 12(April):255-96.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , Issue.APRIL , pp. 255-296
    • Cochrane, J.H.1    Sbordone, A.M.2
  • 5
    • 0031542723 scopus 로고    scopus 로고
    • The demand for money in a large macroeconomic system: Evidence from cointegration analysis
    • Cutler, Harvey, Stephen Davies, Janice Rhodd, and Walter Schwarm. 1997. The demand for money in a large macroeconomic system: Evidence from cointegration analysis. Journal of Macroeconomics 19(1):53-78.
    • (1997) Journal of Macroeconomics , vol.19 , Issue.1 , pp. 53-78
    • Cutler, H.1    Davies, S.2    Rhodd, J.3    Schwarm, W.4
  • 6
    • 0031522295 scopus 로고    scopus 로고
    • The demand for real and nominal money balances in a large macroeconomic system
    • Cutler, Harvey, Stephen Davies, and Martin Schmidt. 1997. The demand for real and nominal money balances in a large macroeconomic system. Southern Economic Journal 63(4):947-61.
    • (1997) Southern Economic Journal , vol.63 , Issue.4 , pp. 947-961
    • Cutler, H.1    Davies, S.2    Schmidt, M.3
  • 7
    • 21344484851 scopus 로고
    • Wage growth and the inflationary process: A reexamination
    • Darrat, Ali F. 1994. Wage growth and the inflationary process: A reexamination. Southern Economic Journal 60(2):181-90.
    • (1994) Southern Economic Journal , vol.60 , Issue.2 , pp. 181-190
    • Darrat, A.F.1
  • 9
    • 0000013567 scopus 로고
    • Cointegration and error correction: Representation, estimation, and testing
    • Engle, Robert F., and C. W. J. Granger. 1987. Cointegration and error correction: Representation, estimation, and testing. Econometrica 55(2):251-76.
    • (1987) Econometrica , vol.55 , Issue.2 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 11
    • 28144459550 scopus 로고
    • Some recent developments in a concept of causality
    • Granger, C. W. J. 1988. Some recent developments in a concept of causality. Journal of Econometrics 39:199-211.
    • (1988) Journal of Econometrics , vol.39 , pp. 199-211
    • Granger, C.W.J.1
  • 12
    • 38249024451 scopus 로고
    • Market efficiency and cointegration: An application to the sterling and deutschemark exchange markets
    • Hakkio, Craig, and Mark Rush. 1989. Market efficiency and cointegration: An application to the sterling and deutschemark exchange markets. Journal of International Money and Finance 8:75-88.
    • (1989) Journal of International Money and Finance , vol.8 , pp. 75-88
    • Hakkio, C.1    Rush, M.2
  • 13
    • 38249032512 scopus 로고
    • Continuous time autoregressions with common stochastic trends
    • Harvey, Andrew C., and James H. Stock. 1988. Continuous time autoregressions with common stochastic trends. Journal of Economic Dynamics and Control 12(April):365-84.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , Issue.APRIL , pp. 365-384
    • Harvey, A.C.1    Stock, J.H.2
  • 14
    • 84981620990 scopus 로고
    • Econometric modeling with co-integrated variables: An overview
    • Hendry, David F. 1986. Econometric modeling with co-integrated variables: An overview. Oxford Bulletin of Economics and Statistics 48(3):201-12.
    • (1986) Oxford Bulletin of Economics and Statistics , vol.48 , Issue.3 , pp. 201-212
    • Hendry, D.F.1
  • 16
    • 38249011258 scopus 로고
    • Cointegration in partial systems and the efficiency of single-equation analysis
    • Johansen, Soren. 1992. Cointegration in partial systems and the efficiency of single-equation analysis. Journal of Econometrics 52:389-402.
    • (1992) Journal of Econometrics , vol.52 , pp. 389-402
    • Johansen, S.1
  • 17
    • 44049117018 scopus 로고
    • Testing structural hypotheses in a multivariate cointegration analysis of the PPP and UIP for the UK
    • Johansen, Soren, and Katarina Juselius. 1992. Testing structural hypotheses in a multivariate cointegration analysis of the PPP and UIP for the UK. Journal of Econometrics 53:211-44.
    • (1992) Journal of Econometrics , vol.53 , pp. 211-244
    • Johansen, S.1    Juselius, K.2
  • 19
    • 0000685408 scopus 로고
    • Non-causality due to omitted variables
    • Lutkepohl, Helmut. 1982. Non-causality due to omitted variables. Journal of Econometrics 52(August):367-78.
    • (1982) Journal of Econometrics , vol.52 , Issue.AUGUST , pp. 367-378
    • Lutkepohl, H.1
  • 20
    • 0000391879 scopus 로고
    • Wage growth and the inflation process: An empirical note
    • Mehra, Yash P. 1991. Wage growth and the inflation process: An empirical note. American Economic Review 81(September):931-7.
    • (1991) American Economic Review , vol.81 , Issue.SEPTEMBER , pp. 931-937
    • Mehra, Y.P.1
  • 21
    • 0000150641 scopus 로고
    • Monetary dynamics: An application of cointegration and error-correction modeling
    • Miller, Stephen M. 1991. Monetary dynamics: An application of cointegration and error-correction modeling. Journal of Money, Credit, and Banking 23(2):139-54.
    • (1991) Journal of Money, Credit, and Banking , vol.23 , Issue.2 , pp. 139-154
    • Miller, S.M.1
  • 22
    • 0001284716 scopus 로고
    • Co-integration and error-correction models: The temporal causality between government taxes and spending
    • Miller, Stephen M., and Frank S. Russek. 1990. Co-integration and error-correction models: The temporal causality between government taxes and spending. Southern Economic Journal 57(1):221-9.
    • (1990) Southern Economic Journal , vol.57 , Issue.1 , pp. 221-229
    • Miller, S.M.1    Russek, F.S.2
  • 23
    • 0041049307 scopus 로고    scopus 로고
    • Does a cointegrating M2 demand relation really exist in the United States?
    • Miyao, Ryuzo. 1996. Does a cointegrating M2 demand relation really exist in the United States? Journal of Money, Credit, and Banking 28(3):364-80.
    • (1996) Journal of Money, Credit, and Banking , vol.28 , Issue.3 , pp. 364-380
    • Miyao, R.1
  • 24
    • 0000880923 scopus 로고
    • Optimal inference in cointegrated systems
    • Phillips, P. C. B. 1991. Optimal inference in cointegrated systems. Econometrica March:283-306.
    • (1991) Econometrica , vol.MARCH , pp. 283-306
    • Phillips, P.C.B.1
  • 25
    • 0040825937 scopus 로고
    • Wages and inflation: An investigation into causality
    • Shannon, Russell, and Myles S. Wallace. 1986. Wages and inflation: An investigation into causality. Journal of Post Keynesian Economics 8(2):183-91.
    • (1986) Journal of Post Keynesian Economics , vol.8 , Issue.2 , pp. 183-191
    • Shannon, R.1    Wallace, M.S.2
  • 26
    • 0032237035 scopus 로고    scopus 로고
    • The relative stickiness of wages and prices
    • Spencer, David E. 1998. The relative stickiness of wages and prices. Economic Inquiry 36(1):120-37.
    • (1998) Economic Inquiry , vol.36 , Issue.1 , pp. 120-137
    • Spencer, D.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.