The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series-Reference-Cited by-同舟云学术

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The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series

Published:1990-12 Issue:3 Volume:26 Page:409-432
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Lam Pok-sang

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. What is left of the multiplier-accelerator?;Blanchard;American Economic Review Proceedings,1981

2. Is Consumption Too Smooth?

3. Are output fluctuations transitory?;Campbell;Quarterly Journal of Economics,1987

4. Mean reversion in equilibrium asset prices;Cecchetti;American Economic Review,1990

5. How big is the random walk in GNP?;Cochrane;Journal of Political Economy,1988

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