-
2
-
-
0001366709
-
Some Consequences of Temporal Aggregation and Systematic Sampling for ARIMA and ARMAX Models
-
Brewer, Ken R. W. (1973 Some Consequences of Temporal Aggregation and Systematic Sampling for ARIMA and ARMAX Models Journal of Econometrics, 1, 133 54.
-
(1973)
Journal of Econometrics
, vol.1
, pp. 133-154
-
-
Brewer, K.R.W.1
-
3
-
-
0030495052
-
The Limit Distribution of Level Crossing of a Random Walk and a Simple Unit Root Test
-
and
-
Burridge Peter, and Emmanuel Guerre 1996 The Limit Distribution of Level Crossing of a Random Walk and a Simple Unit Root Test Econometric Theory, 12, 705 23.
-
(1996)
Econometric Theory
, vol.12
, pp. 705-723
-
-
Burridge, P.1
Guerre, E.2
-
4
-
-
48749143178
-
Staggered Prices in a Utility Maximising Framework
-
Calvo, Guillermo 1983 Staggered Prices in a Utility Maximising Framework Journal of Monetary Economics, 12, 383 98.
-
(1983)
Journal of Monetary Economics
, vol.12
, pp. 383-398
-
-
Calvo, G.1
-
5
-
-
0003004926
-
The Permanent Income Hypothesis Revisited
-
and
-
Christiano, Lawrence J., Martin Eichenbaum, and David Marshall 1991 The Permanent Income Hypothesis Revisited Econometrica, 59, 397 423.
-
(1991)
Econometrica
, vol.59
, pp. 397-423
-
-
Christiano, L.J.1
Eichenbaum, M.2
Marshall, D.3
-
8
-
-
0000519804
-
The Interaction between Time-Nonseparable Preferences and Time Aggregation
-
Heaton, John 1993 The Interaction Between Time-Nonseparable Preferences and Time Aggregation Econometrica, 61, 353 85.
-
(1993)
Econometrica
, vol.61
, pp. 353-385
-
-
Heaton, J.1
-
9
-
-
27144475150
-
Is Inflation Persistence Intrinsic in Industrial Economies
-
and. No.
-
Levin, Andew, and Jeremy Piger 2004 Is Inflation Persistence Intrinsic in Industrial Economies European Central Bank Working Paper No. 334.
-
(2004)
European Central Bank Working Paper
, pp. 334
-
-
Levin, A.1
Piger, J.2
-
10
-
-
0036867964
-
Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
-
and
-
Mankiw, N. Gregory, and Ricardo Reis 2002 Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve Quarterly Journal of Economics, 117, 1295 28.
-
(2002)
Quarterly Journal of Economics
, vol.117
, pp. 1295-1228
-
-
Mankiw, N.G.1
Reis, R.2
-
14
-
-
0000899296
-
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
-
Perron, Pierre 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
-
16
-
-
0010813557
-
Aggregation, Unit Roots, and the Time Series Structure of Manufacturing Real Wages
-
and
-
Rosssana, Robert J., and John J. Seater 1992 Aggregation, Unit Roots, and the Time Series Structure of Manufacturing Real Wages International Economic Review, 33, 159 79.
-
(1992)
International Economic Review
, vol.33
, pp. 159-179
-
-
Rosssana, R.J.1
Seater, J.J.2
-
18
-
-
0000292830
-
Sticky Prices in the United States
-
Rotemberg, Julio J. (1982 Sticky Prices in the United States Journal of Political Economy, 90, 1187 1211.
-
(1982)
Journal of Political Economy
, vol.90
, pp. 1187-1211
-
-
Rotemberg, J.J.1
-
20
-
-
0039925680
-
Confidence Intervals for the Largest Autoregressive Root in the US Macroeconomics Time Series
-
Stock, James H. (1991 Confidence Intervals for the Largest Autoregressive Root in the US Macroeconomics Time Series Journal of Monetary Economics, 28, 435 59.
-
(1991)
Journal of Monetary Economics
, vol.28
, pp. 435-459
-
-
Stock, J.H.1
-
21
-
-
0000867612
-
Unit Roots and Trend Breaks
-
In. edited by. Robert F. Engle. and. D. McFaden. Amsterdam, The Netherlands: North Holland.
-
Stock, James H. (1994 Unit Roots and Trend Breaks In Handbook of Econometrics IV, edited by Robert F. Engle and D. McFaden. Amsterdam, The Netherlands : North Holland.
-
(1994)
Handbook of Econometrics IV
-
-
Stock, J.H.1
-
22
-
-
34548361487
-
Comment
-
In. edited by. Ben S. Bernanke. and. Kenenth Rogoff. Cambridge, MA: The MIT Press.
-
Stock, James H. (2002 Comment In NBER Macroeconomics Annual, edited by Ben S. Bernanke and Kenenth Rogoff. Cambridge, MA : The MIT Press.
-
(2002)
NBER Macroeconomics Annual
-
-
Stock, J.H.1
-
23
-
-
0003053945
-
Aggregate Dynamics and Staggered Contracts
-
Taylor, John D. (1980 Aggregate Dynamics and Staggered Contracts Journal of Political Economy, 88, 1 24.
-
(1980)
Journal of Political Economy
, vol.88
, pp. 1-24
-
-
Taylor, J.D.1
-
24
-
-
77956890832
-
Asymptotic Behavior of Temporal Aggregates of Time Series
-
Tiao, George C. (1973 Asymptotic Behavior of Temporal Aggregates of Time Series Biometrika, 59, 525 31.
-
(1973)
Biometrika
, vol.59
, pp. 525-531
-
-
Tiao, G.C.1
-
25
-
-
0000681551
-
The Construction of U.S. Consumption Data: Some Facts and Their Implications for Empirical Work
-
Wilcox, D.W. (1992 The Construction of U.S. Consumption Data: Some Facts and Their Implications for Empirical Work American Economic Review, 82, 922 41.
-
(1992)
American Economic Review
, vol.82
, pp. 922-941
-
-
Wilcox, D.W.1
-
26
-
-
0000304809
-
Note on the Correlation of First Differences of Averages in a Random Chaim
-
Working, Holbrook 1960 Note on the Correlation of First Differences of Averages in a Random Chaim Econometrica, 28, 916 18.
-
(1960)
Econometrica
, vol.28
, pp. 916-918
-
-
Working, H.1
|