An alternative measure of random walk components in time series-Reference-Cited by-同舟云学术

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An alternative measure of random walk components in time series

Published:1987-01 Issue:3 Volume:24 Page:227-230
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Aoki Masanao

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference8 articles.

1. State space modeling of time series;Aoki,1987

2. Are output fluctuations transitory?;Campbell;NBER Meeting on Economics Fluctuations,1986

3. The cyclical component of US economic activity;Clark,1986

4. How big is the random walk in GNP?;Cochrane,1986

5. On the stochastic realization problem;Lindquist;Siam Journal of Control and Optimization,1979

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. COINTEGRATION, ERROR CORRECTION, AND AGGREGATION IN DYNAMIC MODELS: A COMMENT*;Oxford Bulletin of Economics and Statistics;2009-05-01

2. How Big Is the Permanent Component in GNP? The Evidence from Japan;Journal of the Japanese and International Economies;1995-06

3. LONG-RUN ELASTICITIES OF THE DEMAND FOR MONEY IN KOREA: EVIDENCE FROM COINTEGRATION ANALYSIS;International Economic Journal;1994-06-01

4. Long-Run Elasticities of the Demand for Money in Korea:Evidence from Cointegration Analysis;International Economic Journal;1994-06

5. On alternative state space representations of time series models;Journal of Economic Dynamics and Control;1988-06

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