Calculation of aggregate demand and supply disturbances from a common trends model
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Publication:1606382
DOI10.1016/S0165-1765(99)00171-8zbMath1027.91050WikidataQ127322699 ScholiaQ127322699MaRDI QIDQ1606382
Publication date: 1 September 2002
Published in: Economics Letters (Search for Journal in Brave)
91B42: Consumer behavior, demand theory
Cites Work
- The dynamic effects of aggregate demand and supply disturbances: Another Look
- Misinterpreting the dynamic effects of aggregate demand and supply disturbances
- Interpreting cointegrated models
- Testing for Common Trends
- The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models