Manufacturing Stocks: Expectations, Risk and Co-integration
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- Tinsley, P A, 2002.
"Rational Error Correction,"
Computational Economics, Springer;Society for Computational Economics, vol. 19(2), pages 197-225, April.
- Kozicki, Sharon & Tinsley, P. A., 1999. "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1299-1327, September.
- Peter A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.).
- Sharon Kozicki & Peter A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City.
- Joseph P. Byrne & E. Philip Davis, 2005. "The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 307-329, June.
- Emma M. Iglesias & Garry D. A. Phillips, 2012. "Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 532-557, September.
- Sengupta, Jati K., 1998. "Economic fluctuations in a model of input and output growth in Japan (1965-90)," Economic Modelling, Elsevier, vol. 15(1), pages 135-149, January.
- Marianne Sensier, 2003. "Inventories and asymmetric business cycle fluctuations in the UK: a structural approach," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 387-402.
- Jati Sengupta, 2001. "A model of Schumpeterian dynamics," Applied Economics Letters, Taylor & Francis Journals, vol. 8(2), pages 81-84.
- James B. Ang, 2010. "Determinants Of Private Investment In Malaysia: What Causes The Postcrisis Slumps?," Contemporary Economic Policy, Western Economic Association International, vol. 28(3), pages 378-391, July.
- Corbett, Jenny & Hay, Donald & Louri, Helen, 1999. "A financial portfolio approach to inventory behaviour: Japan and the UK," International Journal of Production Economics, Elsevier, vol. 59(1-3), pages 43-52, March.
- Sengupta, Jati K. & Okamura, Kumiko, 1996. "Learning by doing and openness in Japanese growth: A new approach," Japan and the World Economy, Elsevier, vol. 8(1), pages 43-64, March.
- Barrera, Carlos R., 2011. "Impacto amplificador del ajuste de inventarios ante choques de demanda según especificaciones flexibles," Working Papers 2011-009, Banco Central de Reserva del Perú.
- Ginama, Isamu, 1996. "Conditional volatility and the production smoothing hypothesis of inventory investment," International Journal of Production Economics, Elsevier, vol. 45(1-3), pages 29-36, August.
- Ang, James B., 2009. "Private Investment and Financial Sector Policies in India and Malaysia," World Development, Elsevier, vol. 37(7), pages 1261-1273, July.
- Ingvild Svendsen, 1998. "Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices," Discussion Papers 226, Statistics Norway, Research Department.
- Jati Sengupta & Raymond Sfeir, 1994. "Market volatility and skewness persistence," Applied Economics Letters, Taylor & Francis Journals, vol. 1(12), pages 215-218.
- James Ang, 2008. "Private Investment And Financial Sector Policies In Developing Countries," Monash Economics Working Papers 07/08, Monash University, Department of Economics.
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