메뉴 건너뛰기




Volumn 32, Issue 1, 1988, Pages 179-197

Long-run purchasing power parity in the 1920s

Author keywords

[No Author keywords available]

Indexed keywords


EID: 12844268424     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/0014-2921(88)90041-4     Document Type: Article
Times cited : (139)

References (45)
  • 3
    • 84958839520 scopus 로고
    • A simple test for heteroskedasticity and random coefficient variation
    • (1979) Econometrica , vol.47 , pp. 1287-1294
    • Breusch1    Pagan2
  • 5
    • 0001369142 scopus 로고
    • Tests of equality between sets of coefficients in two linear regressions
    • (1960) Econometrica , vol.28 , pp. 591-605
    • Chow1
  • 8
    • 84885684824 scopus 로고
    • Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom
    • (1978) The Economic Journal , vol.88 , pp. 661-692
    • Davidson1    Hendry2    Srba3    Yeo4
  • 10
    • 0000472488 scopus 로고
    • The likelihood ratio statistic for autoregressive time series with a unit root
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey1    Fuller2
  • 16
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle1
  • 17
    • 0000013567 scopus 로고
    • Cointegration and error correction Representation estimation and testing
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle1    Granger2
  • 21
    • 0001489714 scopus 로고
    • Exchange rates, prices and money: Lessons from the 1920s
    • (Papers and Proceedings of the A.E.A.)
    • (1980) American Economic Review , vol.70 , pp. 235-242
    • Frenkel1
  • 26
    • 0001562296 scopus 로고
    • Predictive failure and econometric modelling in macroeconomics: The transactions demand for money
    • P. Ormerod, Heinemann, London
    • (1979) Economic Modelling
    • Hendry1
  • 38
    • 0001248294 scopus 로고
    • Testing residuals from least squares regression for being generated by the Gaussian random walk
    • (1983) Econometrica , vol.51 , pp. 153-174
    • Sargan1    Bhargava2
  • 45
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimate and a direct test for heteroskedasticity
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.