메뉴 건너뛰기




Volumn 72, Issue 1, 2004, Pages 60-71

Cointegration theory, equilibrium and disequilibrium economics

Author keywords

[No Author keywords available]

Indexed keywords


EID: 1142302833     PISSN: 14636786     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9957.2004.00380.x     Document Type: Article
Times cited : (9)

References (39)
  • 2
    • 0036775837 scopus 로고    scopus 로고
    • Aggregation, Persistence and Volatility in a Macro Model
    • Abadir, K. M. and Talmain, G. (2002). 'Aggregation, Persistence and Volatility in a Macro Model', Review of Economic Studies, Vol. 69, pp. 749-779.
    • (2002) Review of Economic Studies , vol.69 , pp. 749-779
    • Abadir, K.M.1    Talmain, G.2
  • 4
    • 0001909342 scopus 로고    scopus 로고
    • The Influence of VAR Dimensions on Estimator Biases
    • Abadir, K. M., Hadri, K. and Tzavalis, E. (1999). 'The Influence of VAR Dimensions on Estimator Biases', Econometrica, Vol. 67, pp. 163-181.
    • (1999) Econometrica , vol.67 , pp. 163-181
    • Abadir, K.M.1    Hadri, K.2    Tzavalis, E.3
  • 7
    • 84981690379 scopus 로고
    • Employment and Turnover in UK Manufacturing Industries 1963-1982
    • Burgess, S. M. (1989). 'Employment and Turnover in UK Manufacturing Industries 1963-1982', Oxford Bulletin of Economics and Statistics, Vol. 51, pp. 163-192.
    • (1989) Oxford Bulletin of Economics and Statistics , vol.51 , pp. 163-192
    • Burgess, S.M.1
  • 10
    • 0002667499 scopus 로고
    • The Keynesian Counterrevolution: A Theoretical Appraisal
    • F. Hahn and F. Brechling (eds), London, Macmillan
    • Clower, R. (1965). 'The Keynesian Counterrevolution: a Theoretical Appraisal', in F. Hahn and F. Brechling (eds), The Theory of Interest Rates, London, Macmillan.
    • (1965) The Theory of Interest Rates
    • Clower, R.1
  • 13
    • 0000013567 scopus 로고
    • Co-integration and Error Correction: Representation, Estimation, and Testing
    • Engle, R. F. and Granger, C. W. J. (1987). 'Co-integration and Error Correction: Representation, Estimation, and Testing', Econometrica, Vol. 55, pp. 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 15
    • 0042853657 scopus 로고    scopus 로고
    • Monetary Policy, Housing, and Heterogeneous Regional Markets
    • Fratantoni, M. and Schuh, S. (2003). 'Monetary Policy, Housing, and Heterogeneous Regional Markets', Journal of Money, Credit, and Banking, Vol. 35, pp. 557-590.
    • (2003) Journal of Money, Credit, and Banking , vol.35 , pp. 557-590
    • Fratantoni, M.1    Schuh, S.2
  • 16
    • 30244432554 scopus 로고    scopus 로고
    • Testing of Unit Root and Other Non-stationary Hypotheses in Macroeconomic Time Series
    • Gil-Alaña, L. A. and Robinson, P. M. (1997). 'Testing of Unit Root and Other Non-stationary Hypotheses in Macroeconomic Time Series', Journal of Econometrics, Vol. 80, pp. 241-268.
    • (1997) Journal of Econometrics , vol.80 , pp. 241-268
    • Gil-Alaña, L.A.1    Robinson, P.M.2
  • 17
    • 0001019644 scopus 로고
    • The Typical Spectral Shape of an Economic Variable
    • Granger, C. W. J. (1966). 'The Typical Spectral Shape of an Economic Variable', Econometrica, Vol. 34, pp. 150-161.
    • (1966) Econometrica , vol.34 , pp. 150-161
    • Granger, C.W.J.1
  • 18
    • 49149136839 scopus 로고
    • Some Properties of Time Series Data and Their Use in Econometric Model Specification
    • Granger, C. W. J. (1981). 'Some Properties of Time Series Data and Their Use in Econometric Model Specification', Journal of Econometrics, Vol. 16, pp. 121-130.
    • (1981) Journal of Econometrics , vol.16 , pp. 121-130
    • Granger, C.W.J.1
  • 19
    • 0005684469 scopus 로고
    • What are We Learning about the Long-run?
    • Granger, C. W. J. (1993). 'What are We Learning About the Long-run?', Economic Journal, Vol. 103, pp. 307-317.
    • (1993) Economic Journal , vol.103 , pp. 307-317
    • Granger, C.W.J.1
  • 20
    • 0002705913 scopus 로고    scopus 로고
    • An Introduction to Stochastic Unitroot Processes
    • Granger, C. W. J. and Swanson, N. R. (1997). 'An Introduction to Stochastic Unitroot Processes', Journal of Econometrics, Vol. 80, pp. 35-62.
    • (1997) Journal of Econometrics , vol.80 , pp. 35-62
    • Granger, C.W.J.1    Swanson, N.R.2
  • 22
    • 0002794785 scopus 로고
    • Liquidity and Inflation Effects on Consumers' Expenditure
    • A. S. Deaton (ed.), Cambridge, Cambridge University Press
    • Hendry, D. F. and Von Ungern-Sternberg, T. (1980). 'Liquidity and Inflation Effects on Consumers' Expenditure', in A. S. Deaton (ed.), Essays in the Theory and Measurement of Consumers' Behaviour, Cambridge, Cambridge University Press. Reprinted in Hendry, D. F. (1993). Econometrics: Alchemy or Science'?, Oxford, Basil Blackwell.
    • (1980) Essays in the Theory and Measurement of Consumers' Behaviour
    • Hendry, D.F.1    Von Ungern-Sternberg, T.2
  • 23
    • 0003886066 scopus 로고
    • Oxford, Basil Blackwell
    • Hendry, D. F. and Von Ungern-Sternberg, T. (1980). 'Liquidity and Inflation Effects on Consumers' Expenditure', in A. S. Deaton (ed.), Essays in the Theory and Measurement of Consumers' Behaviour, Cambridge, Cambridge University Press. Reprinted in Hendry, D. F. (1993). Econometrics: Alchemy or Science'?, Oxford, Basil Blackwell.
    • (1993) Econometrics: Alchemy or Science'?
    • Hendry, D.F.1
  • 26
    • 0000059152 scopus 로고
    • Testing a Time Series for Difference Stationarity
    • MCCabe, B. P. M. and Tremayne, A. R. (1995). 'Testing a Time Series for Difference Stationarity', Annals of Statistics, Vol. 23, pp. 1015-1028.
    • (1995) Annals of Statistics , vol.23 , pp. 1015-1028
    • McCabe, B.P.M.1    Tremayne, A.R.2
  • 27
    • 2342505525 scopus 로고
    • Macrotheory vs. Macroeconometrics: The Treatment of Disequilibrium in Macromodels
    • Muellbauer, J. (1978). 'Macrotheory vs. Macroeconometrics: the Treatment of Disequilibrium in Macromodels', Birkbeck College Discussion Paper 59.
    • (1978) Birkbeck College Discussion Paper , vol.59
    • Muellbauer, J.1
  • 28
    • 84925917151 scopus 로고
    • Macroeconomic Models with Quantity Rationing
    • Muellbauer, J. and Portes, R. (1978). 'Macroeconomic Models with Quantity Rationing', Economic Journal, Vol. 88, pp. 788-821.
    • (1978) Economic Journal , vol.88 , pp. 788-821
    • Muellbauer, J.1    Portes, R.2
  • 29
    • 0008556229 scopus 로고
    • Toward a Reconstruction of Keynesian Economics: Expectations and Constrained Equilibria
    • Neary, J. P. and Stiglitz, J. E. (1983). 'Toward a Reconstruction of Keynesian Economics: Expectations and Constrained Equilibria', Quarterly Journal of Economics, Vol. 98 (Supplement), pp. 199-228.
    • (1983) Quarterly Journal of Economics , vol.98 , Issue.SUPPL. , pp. 199-228
    • Neary, J.P.1    Stiglitz, J.E.2
  • 30
    • 0005173767 scopus 로고    scopus 로고
    • Mimeo, Faculty of Economics and Politics, University of Cambridge
    • Pesaran, M. H. (1999). 'On Aggregation of Linear Dynamic Models', Mimeo, Faculty of Economics and Politics, University of Cambridge.
    • (1999) On Aggregation of Linear Dynamic Models
    • Pesaran, M.H.1
  • 31
    • 21344487840 scopus 로고
    • Semiparametric Analysis of Long-memory Time Series
    • Robinson, P. M. (1994). 'Semiparametric Analysis of Long-memory Time Series', Annals of Statistics, Vol. 22, pp. 515-539.
    • (1994) Annals of Statistics , vol.22 , pp. 515-539
    • Robinson, P.M.1
  • 32
    • 0002153371 scopus 로고
    • Uncertainty and Implied Variance Bounds in Long-memory Models of the Interest Rate Term Structure
    • Shea, G. S. (1991). 'Uncertainty and Implied Variance Bounds in Long-memory Models of the Interest Rate Term Structure', Empirical Economics, Vol. 16, pp. 287-312.
    • (1991) Empirical Economics , vol.16 , pp. 287-312
    • Shea, G.S.1
  • 33
    • 0040391800 scopus 로고
    • A Discussion of Belgian Unemployment, Combining Traditional Concepts and Disequilibrium Econometrics
    • Sneessens, H. R. and Drèze, J. H. (1986). 'A Discussion of Belgian Unemployment, Combining Traditional Concepts and Disequilibrium Econometrics', Economica, Vol. 53, pp. S89-S119.
    • (1986) Economica , vol.53
    • Sneessens, H.R.1    Drèze, J.H.2
  • 36
    • 0035580948 scopus 로고    scopus 로고
    • Tests of the Seasonal Unit Root Hypothesis against Heteroscedastic Seasonal Integration
    • Taylor, A. M. R. and Smith, R. J. (2001). 'Tests of the Seasonal Unit Root Hypothesis against Heteroscedastic Seasonal Integration', Journal of Business and Economic Statistics, Vol. 19, pp. 192-207.
    • (2001) Journal of Business and Economic Statistics , vol.19 , pp. 192-207
    • Taylor, A.M.R.1    Smith, R.J.2
  • 37
    • 0000095552 scopus 로고
    • A Heteroskedasticity-consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
    • White, H. (1980). 'A Heteroskedasticity-consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity', Econometrica, Vol. 48, pp. 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1
  • 38
    • 0000237855 scopus 로고    scopus 로고
    • Interpreting Cointegrating Vectors and Common Stochastic Trends
    • Wickens, M. R. (1996). 'Interpreting Cointegrating Vectors and Common Stochastic Trends', Journal of Econometrics, Vol. 74, pp. 255-271.
    • (1996) Journal of Econometrics , vol.74 , pp. 255-271
    • Wickens, M.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.