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Volumn 21, Issue 4, 1996, Pages 633-639

Stock adjustment for multicointegrated series

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EID: 0039118462     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01180706     Document Type: Article
Times cited : (10)

References (17)
  • 1
    • 45949119851 scopus 로고
    • Forecasting and testing in cointegrated system
    • Engle RF, Yoo BS (1987) Forecasting and testing in cointegrated system. Journal of Econometrics 35:143-159
    • (1987) Journal of Econometrics , vol.35 , pp. 143-159
    • Engle, R.F.1    Yoo, B.S.2
  • 2
    • 0002193902 scopus 로고
    • Cointegrated economic times series: An overview with new results
    • Engle RF, Granger CWJ (ed) Oxford University Press
    • Engle RF, Yoo BS (1991) Cointegrated economic times series: An overview with new results. In: Engle RF, Granger CWJ (ed) Long-Run Economic Relationships. Oxford University Press 237-266
    • (1991) Long-Run Economic Relationships , pp. 237-266
    • Engle, R.F.1    Yoo, B.S.2
  • 5
  • 7
    • 0042946447 scopus 로고
    • Multivariate time series: A general error correction representation theorem
    • Gregoir S, Laroque G (1993) Multivariate time series: A general error correction representation theorem. Econometric Theory 9:329-342
    • (1993) Econometric Theory , vol.9 , pp. 329-342
    • Gregoir, S.1    Laroque, G.2
  • 8
    • 0002331476 scopus 로고
    • On the formulation of empirical models in dynamic econometrics
    • Hendry DF, Richard JF (1982) On the formulation of empirical models in dynamic econometrics. Journal of Econometrics 20:3-33
    • (1982) Journal of Econometrics , vol.20 , pp. 3-33
    • Hendry, D.F.1    Richard, J.F.2
  • 10
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegrating vectors in gaussian vector autoregressive models
    • Johansen S (1991) Estimation and hypothesis testing of cointegrating vectors in gaussian vector autoregressive models. Econometrica 59:1551-1580
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 11
    • 5844267773 scopus 로고
    • Dynamic adjustment when the target is nonstationary
    • Kloek T (1984) Dynamic adjustment when the target is nonstationary. International Economics Review 25:315-326
    • (1984) International Economics Review , vol.25 , pp. 315-326
    • Kloek, T.1
  • 13
    • 0000707070 scopus 로고
    • Manufacturers' inventories, sales expectations, and the acceleration
    • Lovell MC (1961) Manufacturers' inventories, sales expectations, and the acceleration. Econometrica 29:293-314
    • (1961) Econometrica , vol.29 , pp. 293-314
    • Lovell, M.C.1
  • 14
    • 0000255791 scopus 로고
    • The nature and stability of inventory cycles
    • Metzler LA (1941) The nature and stability of inventory cycles. Review of Economic Statistics 23:113-129
    • (1941) Review of Economic Statistics , vol.23 , pp. 113-129
    • Metzler, L.A.1
  • 15
    • 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 47:119-129
    • (1985) Oxford Bulletin of Economics and Statistics , vol.47 , pp. 119-129
    • Nickell, S.1
  • 16
    • 0000206217 scopus 로고
    • Stabilization policy in the closed economy
    • Phillips AW (1954) Stabilization policy in the closed economy. The Economic Journal 64:290-323
    • (1954) The Economic Journal , vol.64 , pp. 290-323
    • Phillips, A.W.1
  • 17
    • 0001527764 scopus 로고
    • A simple estimator of cointegrating vectors in higher order integrated systems
    • Stock JH, Watson MW (1993) A simple estimator of cointegrating vectors in higher order integrated systems. Econometrica 61:783-820
    • (1993) Econometrica , vol.61 , pp. 783-820
    • Stock, J.H.1    Watson, M.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.