Reconsidering ‘trends and random walks in macroeconomic time series’

Author:

DeJong David N.,Whiteman Charles H.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Unanticipated money, output, and the price level in the United States;Barro;Journal of Political Economy,1978

2. The likelihood principle;Berger,1984

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

4. Permanent and transitory components in macroeconomic fluctuations;Campbell;American Economic Review Papers and Proceedings,1987

5. Cointegration and tests of present value models;Campbell;Journal of Political Economy,1987

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