The dynamic effects of aggregate demand and supply disturbances: Another look
- 30 September 1995
- journal article
- Published by Elsevier BV in Economics Letters
- Vol. 49 (3), 231-237
- https://doi.org/10.1016/0165-1765(95)00680-e
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1Oxford Bulletin of Economics and Statistics, 1992
- Testing weak exogeneity and the order of cointegration in UK money demand dataJournal of Policy Modeling, 1992
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsEconometrica, 1991
- Testing for Common TrendsJournal of the American Statistical Association, 1988
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988
- Interpreting cointegrated modelsJournal of Economic Dynamics and Control, 1988
- Asymptotic Properties of Least Squares Estimators of Cointegrating VectorsEconometrica, 1987
- Effects of model specification on tests for unit roots in macroeconomic dataJournal of Monetary Economics, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- ExogeneityEconometrica, 1983