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Some Long Run Features of Dynamic Time Series Models

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  • Currie, David A

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  • Currie, David A, 1981. "Some Long Run Features of Dynamic Time Series Models," Economic Journal, Royal Economic Society, vol. 91(363), pages 704-715, September.
    • Handle: RePEc:ecj:econjl:v:91:y:1981:i:363:p:704-15
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    1. R Barras & D Ferguson, 1987. "Dynamic Modelling of the Building Cycle: 2. Empirical Results," Environment and Planning A, , vol. 19(4), pages 493-520, April.
    2. Möller, Joachim, 1988. "Identifying the causes of unemployment: Estimation and control of a small macroeconomic model," Discussion Papers, Series I 236, University of Konstanz, Department of Economics.
    3. Harissis H. & Mesomeris S. & Staikouras S., 2001. "Long-Term Trends and Short-Run Dynamics in International Stock Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 103-120, July - De.
    4. David F. Hendry, 2013. "Econometric Modelling: The ‘Consumption Function’ In Retrospect," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 495-522, November.
    5. Chhibber, Ajay & Shafik, Nemat, 1990. "Does devaluation hurt private investment? The Indonesian case," Policy Research Working Paper Series 418, The World Bank.
    6. Gilbert Colletaz & Jean-Pierre Gourlaouen, 1990. "Coïntégration et structure par terme des taux d'intérêt," Revue Économique, Programme National Persée, vol. 41(4), pages 687-712.
    7. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    8. Giuseppe Nicoletti, 1991. "Consommation privée et endettement public en Italie et en Belgique : existe-t-il une relation stable ?," Revue de l'OFCE, Programme National Persée, vol. 37(1), pages 79-121.
    9. R Barras & D Ferguson, 1987. "Dynamic Modelling of the Building Cycle: 1. Theoretical Framework," Environment and Planning A, , vol. 19(3), pages 353-367, March.
    10. Niemi, Jyrki, 2000. "Short-run and Long-run Elasticities for ASEAN Agricultural Exports to the European Union: an Error-correction Mechanism Approach," 2000 Conference, August 13-18, 2000, Berlin, Germany 197212, International Association of Agricultural Economists.
    11. Ioannis Kaskarelis, 1991. "Output fluctuations with bargained wages and a competitive tradeable goods sector in the economy: Empirical estimates for the group of five, 1970.1 — 1985.4," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 127(1), pages 42-72, March.
    12. Auguste Mpacko Priso, 1998. "Une évaluation de l'importance des anticipations boursières des experts," Économie et Prévision, Programme National Persée, vol. 136(5), pages 49-61.
    13. C. Carter & S. Mohapatra, 2013. "Inventories and antidumping: the case of orange juice trade," Empirical Economics, Springer, vol. 45(1), pages 247-266, August.
    14. Françoise Maurel, 1989. "Modèles à correction d'erreur : l'apport de la théorie de la co-intégration," Économie et Prévision, Programme National Persée, vol. 88(2), pages 105-125.
    15. Lord, Montague J., 1986. "Market Price Models for Latin America's Major Commodity Exports," Working Papers 244235, Inter-American Development Bank.

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