Calculation of aggregate demand and supply disturbances from a common trends model
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Cites work
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Interpreting cointegrated models
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- Testing for Common Trends
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- The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
Cited in
(5)- Econometric analysis of structural systems with permanent and transitory shocks
- The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.
- The dynamic effects of aggregate demand and supply disturbances: Another Look
- Misinterpreting the dynamic effects of aggregate demand and supply disturbances
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