Empirical analysis of macroeconomic time series-Reference-Cited by-同舟云学术

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Empirical analysis of macroeconomic time series

Published:1991-05 Issue:4 Volume:35 Page:887-917
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Clements Michael P.,Mizon Grayham E.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference40 articles.

1. A traditional interpretation of macroeconomic fluctuations;Blanchard;American Economic Review,1989

2. The cointegration properties of VAR models;Davidson,1988

3. Cointegration in recursive systems: The structure of wage and price determination in the United Kingdon;Davidson,1989

4. Forecasting and conditional projection using realistic prior distributions;Doan;Econometric Reviews,1984

5. Exogeneity;Engle;Econometrica,1983

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