-
1
-
-
3042513679
-
Testing the New Keynesian Phillips curve
-
Research Department, Norges Bank [Central Bank of Norway]
-
Bårdsen, G., Jansen, E. S., Nymoen, R. (2002). Testing the New Keynesian Phillips curve. Working paper ano 2002/5. Research Department, Norges Bank [Central Bank of Norway].
-
(2002)
Working Paper No 2002/5
, vol.2002
, Issue.5
-
-
Bårdsen, G.1
Jansen, E.S.2
Nymoen, R.3
-
2
-
-
0040364531
-
The science of monetary policy: A new Keynesian perspective
-
Clarida, R., Gali, J., Gertler, M. (1999). The science of monetary policy: a new Keynesian perspective. Journal of Economic Literature 37(4):1661-1707.
-
(1999)
Journal of Economic Literature
, vol.37
, Issue.4
, pp. 1661-1707
-
-
Clarida, R.1
Gali, J.2
Gertler, M.3
-
4
-
-
5644285544
-
Testing Vector Autocorrelation and Heteroscedasticity in Dynamic Models
-
Nuffield College
-
Doornik, J. (1996). Testing Vector Autocorrelation and Heteroscedasticity in Dynamic Models. Working paper, Nuffield College.
-
(1996)
Working Paper
-
-
Doornik, J.1
-
8
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
-
Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50:987-1007.
-
(1982)
Econometrica
, vol.50
, pp. 987-1007
-
-
Engle, R.F.1
-
9
-
-
0035005619
-
European inflation dynamics
-
Gali, J. M., Gertler, M., López-Salido, J. D. (2001). European inflation dynamics. European Economic Review 45:1237-1270.
-
(2001)
European Economic Review
, vol.45
, pp. 1237-1270
-
-
Gali, J.M.1
Gertler, M.2
López-Salido, J.D.3
-
10
-
-
0000681385
-
Testing for higher order serial correlation when the regressors include lagged dependent variables
-
Godfrey, L. G. (1978). Testing for higher order serial correlation when the regressors include lagged dependent variables. Econometrica 46:1303-1313.
-
(1978)
Econometrica
, vol.46
, pp. 1303-1313
-
-
Godfrey, L.G.1
-
14
-
-
0036005245
-
Measuring structural unemployment: Nawru estimates in the Nordic countries
-
Holden, S., Nymoen, R. (2002). Measuring structural unemployment: Nawru estimates in the Nordic countries. The Scandinavian Journal of Economics 104(1):87-104.
-
(2002)
The Scandinavian Journal of Economics
, vol.104
, Issue.1
, pp. 87-104
-
-
Holden, S.1
Nymoen, R.2
-
15
-
-
0000497341
-
Computer automation of general-to-specific model selection procedures
-
Krolzig, H. M., Hendry, D. F. (2001). Computer automation of general-to-specific model selection procedures. Journal of Economic Dynamics and Control 25:831-866.
-
(2001)
Journal of Economic Dynamics and Control
, vol.25
, pp. 831-866
-
-
Krolzig, H.M.1
Hendry, D.F.2
-
16
-
-
0000921289
-
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
-
MacKinnon, J., White, H. (1985). Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties. Journal of Econometrics 29:305-325.
-
(1985)
Journal of Econometrics
, vol.29
, pp. 305-325
-
-
Mackinnon, J.1
White, H.2
-
17
-
-
0037301160
-
Explaining unemployment: Some lessons from Nordic wage formation
-
Nymoen, R., Rødseth, A. (2003). Explaining unemployment: some lessons from Nordic wage formation. Labour Economics 10:1-29.
-
(2003)
Labour Economics
, vol.10
, pp. 1-29
-
-
Nymoen, R.1
Rødseth, A.2
-
18
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57:1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
19
-
-
0000619128
-
Tests for specification errors in classical linear least squares regression analysis
-
Ramsey, J. B. (1969). Tests for specification errors in classical linear least squares regression analysis. Journal of the Royal Statistical Society Series B 31:350-371.
-
(1969)
Journal of the Royal Statistical Society Series B
, vol.31
, pp. 350-371
-
-
Ramsey, J.B.1
-
21
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test of heteroskedasticity
-
White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test of heteroskedasticity. Econometrica 48:817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|