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Calculation of aggregate demand and supply disturbances from a common trends model

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  • Hansson, Jesper

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  • Hansson, Jesper, 1999. "Calculation of aggregate demand and supply disturbances from a common trends model," Economics Letters, Elsevier, vol. 65(3), pages 309-314, December.
    • Handle: RePEc:eee:ecolet:v:65:y:1999:i:3:p:309-314
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    References listed on IDEAS

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    1. Blanchard, Olivier Jean & Quah, Danny, 1989. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, vol. 79(4), pages 655-673, September.
    2. 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.
    3. Campbell, John Y. & Shiller, Robert J., 1988. "Interpreting cointegrated models," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 505-522.
    4. Quah, Danny, 1992. "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds," Econometrica, Econometric Society, vol. 60(1), pages 107-118, January.
    5. Crowder, William J., 1995. "The dynamic effects of aggregate demand and supply disturbances: Another look," Economics Letters, Elsevier, vol. 49(3), pages 231-237, September.
    6. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    7. Quah, Danny, 1995. "Misinterpreting the dynamic effects of aggregate demand and supply disturbances," Economics Letters, Elsevier, vol. 49(3), pages 247-250, September.
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    Cited by:

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    2. Shu-Chun Chang, 2014. "Implication for cities of the liberalizing national economies in twenty-first century," Applied Economics, Taylor & Francis Journals, vol. 46(4), pages 400-407, February.
    3. Mark D. Partridge & Dan S. Rickman, 2006. "An SVAR Model of Fluctuations in U.S. Migration Flows and State Labor Market Dynamics," Southern Economic Journal, John Wiley & Sons, vol. 72(4), pages 958-980, April.
    4. Chaiechi, Taha, 2012. "Financial development shocks and contemporaneous feedback effect on key macroeconomic indicators: A post Keynesian time series analysis," Economic Modelling, Elsevier, vol. 29(2), pages 487-501.
    5. Mark Partridge & Dan Rickman, 2009. "Canadian regional labour market evolutions: a long-run restrictions SVAR analysis," Applied Economics, Taylor & Francis Journals, vol. 41(15), pages 1855-1871.

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