A time series analysis of real wages, consumption, and asset returns

Journal of Applied Econometrics

Volumn 11, Issue 2, 1996, Pages 119-134

  Cooley, Thomas F ^a   Ogaki, Masao ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21344439782     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199603)11:2<119::AID-JAE397>3.0.CO;2-R     Document Type: Article

References (11)

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4. Andrews, D. K. (1991), 'Heteroskedasticity and autocorrelation consistent covariance matrix estimation', Econometrica 59 (May), 817-58.
5. Andrews, D. K., and J. C. Monahan (1992), 'An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator', Econometrica, 60 (July), 953-66.
6. Atkeson, A., and M. Ogaki (1991), 'Wealth-varying intertemporal elasticities of substitution: evidence from panel and aggregate data', Rochester Center for Economic Research Working Paper No. 303, University of Rochester (November).
7. Azariadis, C. (1975), Implicit contracts and unemployment equilibria', Journal of Political Economy, 83 (December), 1183-202.
8. Benhabib, J., R. Rogerson and R. Wright (1991), 'Homework in macroeconomics: household production and aggregate fluctuations', Journal of Political Economy, 99, 1166-1187.
9. Braun, R. A. (1994), 'How large is the optimal inflation tax?' Journal of Monetary Economics, 34, 201-214.
10. West, K. D. (1988), 'Asymptotic normality, when regressors have a unit root', Econometrica, 56 (November), 1397-1417.
11. Wright, R. D. (1988), 'The observational implications of labor contracts in a dynamic general equilibrium model', Journal of Labor Economics, 6 (October), 530-51.