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Interpreting cointegrated models

Published:1988-06 Issue:2-3 Volume:12 Page:505-522
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Campbell John Y.,Shiller Robert J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference34 articles.

1. Aggregation in optimization methods for large-scale systems;Aoki,1971

2. Control of large-scale dynamic systems by aggregation;Aoki,1968

3. Noise;Black,;Journal of Finance,1986

4. Does saving anticipate declining labor income? An alternative test of the permanent income hypothesis;Campbell;Econometrica,1987

5. Smart money, noise trading and stock price behavior;Campbell,1986

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