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Gregory Chow

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Author Profile
    1. Gregory Chow in Wikipedia (German)

Working papers

  1. Chow, G.C., 1993. "Statistical Estimation and Testing of a Real Business Cycle Model," Papers 365, Princeton, Department of Economics - Econometric Research Program.

    Cited by:

    1. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," Cowles Foundation Discussion Papers 1004, Cowles Foundation for Research in Economics, Yale University.
    2. Peter Woehrmann & Willi Semmler & Martin Lettau, "undated". "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers 225, Institute for Empirical Research in Economics - University of Zurich.
    3. Lettau, Martin & Gong, Gang & Semmler, Willi, 2001. "Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions," Journal of Economic Behavior & Organization, Elsevier, vol. 44(1), pages 85-103, January.
    4. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.

  2. Chow, G.C., 1992. "Optimal Control Without Solving the Bellman Equations," Papers 364, Princeton, Department of Economics - Econometric Research Program.

    Cited by:

    1. Janz, Norbert, 1997. "Interpreting estimation results of Euler equation investment models when factor markets are imperfectly competitive," ZEW Discussion Papers 97-29, ZEW - Leibniz Centre for European Economic Research.
    2. Gregory C. Chow & Yum K. Kwan, 2003. "Chow's Method of Optimal Control: A Numerical Solution," Method and Hist of Econ Thought 0306001, University Library of Munich, Germany.

  3. Chow, G.C., 1991. "Dynamic Optimization Without Dynamic Programming," Papers 361, Princeton, Department of Economics - Econometric Research Program.

    Cited by:

    1. Janz, Norbert, 1997. "Interpreting estimation results of Euler equation investment models when factor markets are imperfectly competitive," ZEW Discussion Papers 97-29, ZEW - Leibniz Centre for European Economic Research.
    2. Peter Woehrmann & Willi Semmler & Martin Lettau, "undated". "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers 225, Institute for Empirical Research in Economics - University of Zurich.
    3. Sigouin, Christian & Raynauld, Jacques, 1997. "Quel rôle peut-on imputer aux banques à charte canadiennes dans la transmission des chocs monétaires des années quatre-vingt?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 367-393, mars-juin.
    4. Tokovenko, Oleksiy & Gunter, Lewell F., 2008. "Quarterly Storage Model of U.S. Cotton Market: Estimation of the Basis under Rational Expectations," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6435, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Semmler, Will & Gong, Gang, 1996. "Estimating parameters of real business cycle models," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 301-325, September.

  4. Chow, G.C., 1990. "Capital Formation And Economic Growth In China," Papers 356, Princeton, Department of Economics - Econometric Research Program.

    Cited by:

    1. Holger Schmieding, 1993. "From plan to market: On the nature of the transformation crisis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 129(2), pages 216-253, June.

  5. Chow, G.C., 1988. "Rational Versus Adaptive Expectations In Present Value Models," Papers 328, Princeton, Department of Economics - Econometric Research Program.

    Cited by:

    1. Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper 2013/05, Norges Bank.
    2. Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    3. Gregory C. Chow, 2003. "Shanghai Stock Prices as Determined by the Present Value Model," Finance 0306003, University Library of Munich, Germany.
    4. Hecq, A.W. & Issler, J.V., 2012. "A common-feature approach for testing present-value restrictions with financial data," Research Memorandum 006, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    5. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
    6. Reghezza, Alessio & Seghezza, Elena & Thornton, John, 2020. "Expectations in an open economy hyperinflation: Evidence from Germany 1921–23," Economics Letters, Elsevier, vol. 192(C).
    7. Chiang, Thomas C., 2023. "Real stock market returns and inflation: Evidence from uncertainty hypotheses," Finance Research Letters, Elsevier, vol. 53(C).
    8. Ripamonti, Alexandre, 2013. "Rational Valuation Formula (RVF) and Time Variability in Asset Rates of Return," MPRA Paper 79460, University Library of Munich, Germany.
    9. Dooruj Rambaccussing, 2011. "Do Mean Reverting based trading strategies outperform Buy and Hold?," Working Papers 1113, Department of Applied Economics II, Universidad de Valencia.
    10. María José Gutiérrez & Jesús Vázquez, "undated". "The Changing Behavior of the Term Structure of Post-War U.S. Interest Rates and Changes in the Federal Reserve Chairman. Is There a Link?," Working Papers on International Economics and Finance 01-03, FEDEA.
    11. Chen, Zhiping & Duan, Qihong, 2011. "New models of trader beliefs and their application for explaining financial bubbles," Economic Modelling, Elsevier, vol. 28(5), pages 2215-2227, September.
    12. Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019. "Inflation dynamics and adaptive expectations in an estimated DSGE model," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
    13. A. Tegene & F. Kuchler, 1993. "A Regression Test Of The Present Value Model Of Us Farmland Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(1), pages 135-143, January.
    14. Raymond Tse & James Webb, 2008. "Housing markets in China: an empirical evaluation of present-value model," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(1), pages 67-75.
    15. Atanas Christev, 2005. "The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s," CERT Discussion Papers 0507, Centre for Economic Reform and Transformation, Heriot Watt University.
    16. Chavas, Jean-Paul, 2000. "On information and market dynamics: The case of the U.S. beef market," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 833-853, June.
    17. Chan Guk Huh & Kevin J. Lansing, 1997. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers (Old Series) 9713, Federal Reserve Bank of Cleveland.
    18. Zhang, Qin & Seetharaman, P.B. & Narasimhan, Chakravarthi, 2012. "The Indirect Impact of Price Deals on Households’ Purchase Decisions Through the Formation of Expected Future Prices," Journal of Retailing, Elsevier, vol. 88(1), pages 88-101.
    19. Chavas, Jean-Paul, 1999. "On The Economic Rationality Of Market Participants: The Case Of Expectations In The U.S. Pork Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(1), pages 1-19, July.
    20. Jerome L. Stein, 1992. "Price Discovery Processes," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 34-45, December.
    21. Malani, Anup & Reif, Julian, 2015. "Interpreting pre-trends as anticipation: Impact on estimated treatment effects from tort reform," Journal of Public Economics, Elsevier, vol. 124(C), pages 1-17.
    22. Gutiérrez Huerta, María José & Vázquez Pérez, Jesús, 2002. "Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
    23. Tomáš Frömmel, 2017. "The Rational Expectations Hypothesis: Theoretical Critique," E-LOGOS, Prague University of Economics and Business, vol. 2017(2), pages 4-12.
    24. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy," Working Paper Series 2012-11, Federal Reserve Bank of San Francisco.
    25. Lansing, Kevin J., 2006. "Lock-In Of Extrapolative Expectations In An Asset Pricing Model," Macroeconomic Dynamics, Cambridge University Press, vol. 10(3), pages 317-348, June.
    26. J. Atsu Amegashie & Michael Batu, 2020. "The Welfare State and International Remittances," Finnish Economic Papers, Finnish Economic Association, vol. 29(1), pages 33-51, Spring.
    27. Edmund Mantell, 2013. "Rational Reserve Pricing in Sequential Auctions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(2), pages 149-159, June.
    28. Rotheli, Tobias F., 1999. "Assessing Monetary Targeting With Models of Expectations Formation," Journal of Policy Modeling, Elsevier, vol. 21(1), pages 139-151, January.
    29. Tramontana, Fabio, 2021. "When a boundedly rational monopolist meets consumers with reference dependent preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 30-45.
    30. Williamson, James M., 2011. "The Role of Information and Prices in the Nitrogen Fertilizer Management Decision: New Evidence from the Agricultural Resource Management Survey," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(3), pages 1-21.
    31. Gutierrez, Maria-Jose & Vazquez, Jesus, 2004. "Switching equilibria: the present value model for stock prices revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2297-2325, October.
    32. Anastasiou, Dimitrios, 2020. "Senior bank loan officers' expectations for loan demand: Evidence from the Euro-area," MPRA Paper 98903, University Library of Munich, Germany.
    33. Chow, Gregory C. & Fan, Zhao-zhi & Hu, Jin-yan, 1999. "Shanghai Stock Prices as Determined by the Present-Value Model," Journal of Comparative Economics, Elsevier, vol. 27(3), pages 553-561, September.
    34. Gregory C. Chow, 2005. "Corruption and China's Economic Reform in the Early 21st Century," Working Papers 86, Princeton University, Department of Economics, Center for Economic Policy Studies..
    35. Campbell, John Y., 2003. "Consumption-based asset pricing," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887, Elsevier.
    36. Roshan Sedhain & S. Shijin, 2023. "Expectations and Stock Market in Nepal," Vision, , vol. 27(5), pages 671-679, November.
    37. Alan S. Blinder, 2006. "Monetary Policy Today: Sixteen Questions and about Twelve Answers," Working Papers 73, Princeton University, Department of Economics, Center for Economic Policy Studies..
    38. Dimitrios Anastasiou & Stelios Giannoulakis, 2021. "Are firms' expectations on the availability of external finance rational, adaptive or regressive?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(5), pages 833-849, June.
    39. Ebenezer Asem & Shamsul Alam, 2021. "The abnormal return associated with consecutive dividend increases," The European Journal of Finance, Taylor & Francis Journals, vol. 27(3), pages 222-238, February.
    40. Dilaver, Özge, 2014. "Involuntary technology adoptions: How consumer interdependencies lead to societal change," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 138-148.
    41. Lyman Mlambo, 2012. "Adaptive And Rational Expectations Hypotheses: Reviewing The Critiques," The International Journal of Economic Behavior - IJEB, Faculty of Business and Administration, University of Bucharest, vol. 2(1), pages 3-15, December.
    42. Juho Kanniainen, 2009. "Can properly discounted projects follow geometric Brownian motion?," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(3), pages 435-450, December.

Articles

  1. Chow, Gregory C & Li, Kui-Wai, 2002. "China's Economic Growth: 1952-2010," Economic Development and Cultural Change, University of Chicago Press, vol. 51(1), pages 247-256, October.

    Cited by:

    1. Rapacki, Ryszard & Próchniak, Mariusz, 2010. "Economic Growth Paths in the CEE Countries and in Selected Emerging Economies, 1993-2007," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 2(1), pages 5-33.
    2. Carsten A. Holz, 2005. "New Capital Estimates for China," Development and Comp Systems 0504011, University Library of Munich, Germany.
    3. Carsten A Holz, 2005. "China’s Economic Growth 1978-2025: What We Know Today about China’s Economic Growth Tomorrow," Development and Comp Systems 0512002, University Library of Munich, Germany.
    4. Acikgoz, Senay & Ben Ali, Mohamed Sami, 2019. "Where does economic growth in the Middle Eastern and North African countries come from?," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 172-183.
    5. Li, Kui-Wai & Liu, Tung, 2011. "Economic and productivity growth decomposition: An application to post-reform China," Economic Modelling, Elsevier, vol. 28(1-2), pages 366-373, January.
    6. Feng, Shenghao & Zhang, Keyu, 2018. "Fuel-factor nesting structures in CGE models of China," Energy Economics, Elsevier, vol. 75(C), pages 274-284.
    7. Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2023. "A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001–2018," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 418-432.
    8. Nili, Masoud & Rastad, Mahdi, 2007. "Addressing the growth failure of the oil economies: The role of financial development," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(5), pages 726-740, February.
    9. Kan, Kamhon & Wang, Yong, 2013. "Comparing China and India: A factor accumulation perspective," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 879-894.
    10. Hsu Sara & Carolina Alba & Simon Melchor, 2016. "China’s structural transformation: reaching potential GDP in the financial services sector," China Finance and Economic Review, De Gruyter, vol. 5(2), pages 37-57, June.
    11. Zhao, Min & Hsu, Minchung, 2012. "China's economic fluctuations and consumption smoothing: Is consumption more volatile than output in China?," China Economic Review, Elsevier, vol. 23(4), pages 918-927.
    12. WU, Jidong & LI, Ning & SHI, Peijun, 2014. "Benchmark wealth capital stock estimations across China's 344 prefectures: 1978 to 2012," China Economic Review, Elsevier, vol. 31(C), pages 288-302.
    13. Zheng, Jinghai & Bigsten, Arne & Hu, Angang, 2006. "Can China’s Growth be Sustained? A Productivity Perspective," Working Papers in Economics 236, University of Gothenburg, Department of Economics.
    14. Minzhe Du & Bing Wang & Yanrui Wu, 2014. "Sources of China’s Economic Growth: An Empirical Analysis Based on the BML Index with Green Growth Accounting," Sustainability, MDPI, vol. 6(9), pages 1-22, September.
    15. Long, Zhiming & Herrera, Rémy, 2018. "Capital in the twenty-first century in China," China Economic Review, Elsevier, vol. 50(C), pages 153-174.
    16. You, Kefei & Sarantis, Nicholas, 2012. "Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach," China Economic Review, Elsevier, vol. 23(4), pages 1146-1163.
    17. Feng, Chao & Wang, Miao & Liu, Guan-Chun & Huang, Jian-Bai, 2017. "Sources of economic growth in China from 2000–2013 and its further sustainable growth path: A three-hierarchy meta-frontier data envelopment analysis," Economic Modelling, Elsevier, vol. 64(C), pages 334-348.
    18. Felipe, Jesus & Laviña, Editha & Fan, Emma Xiaoqin, 2008. "The Diverging Patterns of Profitability, Investment and Growth of China and India During 1980-2003," World Development, Elsevier, vol. 36(5), pages 741-774, May.
    19. Tian, Xu & Yu, Xiaohua, 2012. "The Enigmas of TFP in China: A meta-analysis," China Economic Review, Elsevier, vol. 23(2), pages 396-414.
    20. Kong, Qunxi & Wu, Peipei & Wang, Ziqi, 2024. "Outward foreign direct investment operation modes and reverse technology spillovers: Implications for the quality of economic growth," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1628-1639.
    21. Scherngell, Thomas & Borowiecki, Martin & Hu, Yuanjia, 2014. "Effects of knowledge capital on total factor productivity in China: A spatial econometric perspective," China Economic Review, Elsevier, vol. 29(C), pages 82-94.
    22. Chen, Yong & Liu, Dingming, 2018. "Government spending shocks and the real exchange rate in China: Evidence from a sign-restricted VAR model," Economic Modelling, Elsevier, vol. 68(C), pages 543-554.
    23. Zheng, Wei & Walsh, Patrick Paul, 2019. "Economic growth, urbanization and energy consumption — A provincial level analysis of China," Energy Economics, Elsevier, vol. 80(C), pages 153-162.
    24. Shao, Shuai & Huang, Tao & Yang, Lili, 2014. "Using latent variable approach to estimate China׳s economy-wide energy rebound effect over 1954–2010," Energy Policy, Elsevier, vol. 72(C), pages 235-248.
    25. Wang, Lili & Szirmai, Adam, 2012. "Capital inputs in the Chinese economy: Estimates for the total economy, industry and manufacturing," China Economic Review, Elsevier, vol. 23(1), pages 81-104.
    26. Long, Zhiming & Herrera, Rémy, 2018. "Some considerations on China’s long-run economic growth: 1952–2015 from the analysis of factor contributions to that of the profit rate," Structural Change and Economic Dynamics, Elsevier, vol. 44(C), pages 14-22.
    27. Wu, Mingqin & Chen, Bin, 2016. "Assignment of provincial officials based on economic performance: Evidence from China," China Economic Review, Elsevier, vol. 38(C), pages 60-75.
    28. Xi Zhu & John Whalley & Xiliang Zhao, 2013. "Intergenerational Transfer, Human Capital and Long-term Growth in China under the One Child Policy," NBER Working Papers 19160, National Bureau of Economic Research, Inc.
    29. Liu, Tung & Li, Kui-Wai, 2012. "Analyzing China's productivity growth: Evidence from manufacturing industries," Economic Systems, Elsevier, vol. 36(4), pages 531-551.
    30. Arne Bigsten & Angang Hu & Jinghai Zheng, 2009. "Potential output in a rapidly developing economy: the case of China and a comparison with the United States and the European Union," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 317-342.
    31. Li, Kui-Wai, 2009. "China's total factor productivity estimates by region, investment sources and ownership," Economic Systems, Elsevier, vol. 33(3), pages 213-230, September.
    32. Zhang, Mingzhu & He, Changzheng & Gu, Xin & Liatsis, Panos & Zhu, Bing, 2013. "D-GMDH: A novel inductive modelling approach in the forecasting of the industrial economy," Economic Modelling, Elsevier, vol. 30(C), pages 514-520.
    33. Kui-Wai Li & Tung Liu & Lihong Yun, 2008. "Decomposition of Economic and Productivity Growth in Post-reform China," Working Papers 200806, Ball State University, Department of Economics, revised Dec 2008.

  2. Chow, Gregory C, 1997. "Challenges of China's Economic System for Economic Theory," American Economic Review, American Economic Association, vol. 87(2), pages 321-327, May.

    Cited by:

    1. Yu, Xiaohua & Abler, David G. & Peng, Chao, 2008. "Dancing with the Dragon Heads: Enforcement, Innovations and Efficiency of Contracts between Agricultural Processors and Farmers in China," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6144, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Lindbeck, Assar, 2006. "Economic-Social Interaction during China’s Transition," Working Paper Series 680, Research Institute of Industrial Economics.
    3. Yang, Qing Gong & Temple, Paul, 2012. "Reform and competitive selection in China: An analysis of firm exits," Structural Change and Economic Dynamics, Elsevier, vol. 23(3), pages 286-299.
    4. Trien Le & Trevor Buck, 2011. "State ownership and listed firm performance: a universally negative governance relationship?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 15(2), pages 227-248, May.
    5. Tao, Zhigang & Zhu, Tian, 2001. "An agency theory of transactions without contract enforcement: The case of China," China Economic Review, Elsevier, vol. 12(1), pages 1-14.
    6. Ho-Chul LEE & Mary P. MCNULTY, 2003. "Korea's Economic Crisis and Cultural Transition toward Individualism," ESRI Discussion paper series 071, Economic and Social Research Institute (ESRI).
    7. Ahrens, Joachim & Jünemann, Patrick, 2010. "Transitional institutions, institutional complementarities and economic performance in China: A 'Varieties of Capitalism' approach," Discourses in Social Market Economy 2010-11, OrdnungsPolitisches Portal (OPO).
    8. Chen, Jean J. & Cheng, Xinsheng & Gong, Stephen X. & Tan, Youchao, 2014. "Do higher value firms voluntarily disclose more information? Evidence from China," The British Accounting Review, Elsevier, vol. 46(1), pages 18-32.
    9. Liu Wang & William Judge, 2012. "Managerial ownership and the role of privatization in transition economies: The case of China," Asia Pacific Journal of Management, Springer, vol. 29(2), pages 479-498, June.
    10. Qing Gong, Yang, 2004. "Entry, Exit and the Dynamics of Productivity Growth in Chinese Manufacturing Industry," Working Papers wp284, Centre for Business Research, University of Cambridge.
    11. Mi, Zhou & Wang, Xiaoming, 2000. "Agency cost and the crisis of China's SOE," China Economic Review, Elsevier, vol. 11(3), pages 297-317.
    12. Yingyi Qian, 1999. "The Institutional Foundations of China's Market Transition," Working Papers 99011, Stanford University, Department of Economics.

  3. Chow, Gregory C, 1993. "A Two-Step Procedure for Estimating Linear Simultaneous Equations with Unit Roots," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 107-111, February.

    Cited by:

    1. Frank Browne & Gabriel Fagan & Jerome Henry, 2005. "Money Demand in EU Countries: A Survey," Macroeconomics 0503004, University Library of Munich, Germany.
    2. Gregory C. Chow, 2003. "Econometrics and Economic Policy," Econometrics 0306004, University Library of Munich, Germany.
    3. Merih Uctum, 1996. "European integration and asymmetry in the EMS," Research Paper 9605, Federal Reserve Bank of New York.
    4. Canning, David, 1998. "A database of world infrastructure stocks, 1950-95," Policy Research Working Paper Series 1929, The World Bank.

  4. Chow, Gregory C, 1989. "Rational versus Adaptive Expectations in Present Value Models," The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 376-384, August.
    See citations under working paper version above.
  5. Chow, Gregory C, 1985. "A Model of Chinese National Income Determination," Journal of Political Economy, University of Chicago Press, vol. 93(4), pages 782-792, August.

    Cited by:

    1. Richard Portes & Anita Santorum, 1987. "Money and the Consumption Goods Market in China," NBER Working Papers 2143, National Bureau of Economic Research, Inc.
    2. Rama, Martin, 1990. "Empirical investment equations in developing countries," Policy Research Working Paper Series 563, The World Bank.
    3. Aart Kraay, 2000. "Household Saving in China," The World Bank Economic Review, World Bank, vol. 14(3), pages 545-570, September.
    4. Liao, Pei-Ju, 2013. "The one-child policy: A macroeconomic analysis," Journal of Development Economics, Elsevier, vol. 101(C), pages 49-62.
    5. Song, Haiyan & Liu, Zinan & Jiang, Ping, 2001. "Analysing the determinants of China's aggregate investment in the reform period," China Economic Review, Elsevier, vol. 12(2-3), pages 227-242.
    6. Ioannis Dassios & Alexandros Zimbidis & Charalambos Kontzalis, 2014. "The Delay Effect in a Stochastic Multiplier–Accelerator Model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 3(1), pages 1-24, December.
    7. Minchung Hsu & Junsang Lee & Min Zhao, 2020. "Economic fluctuations, volatility changes and the role of government spending in China: A structural analysis," Pacific Economic Review, Wiley Blackwell, vol. 25(4), pages 512-538, October.
    8. Liping Gao And Hyeongwoo Kim, 2016. "Testing The Predictability Of Consumption Growth: Evidence From China," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(3), pages 21-30, September.
    9. Yang, Dennis T. & Zhang, Junsen & Zhou, Shaojie, 2011. "Why Are Saving Rates So High in China?," IZA Discussion Papers 5465, Institute of Labor Economics (IZA).
    10. Guy Shaojia Liu & Haiyan Song, 2003. "A Dual-Price Demand Theory for Economies under Transition," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 1(2), pages 185-203.
    11. Ioannis K. Dassios & Mel T. Devine, 2016. "A macroeconomic mathematical model for the national income of a union of countries with interaction and trade," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-15, December.
    12. Zhuo Tan & Shenggang Yang & Hong Zhu, 2008. "China’s implicit demand for foreign reserves: neutralization and the rise in reserves," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 11(2), pages 93-99.
    13. Chow, Gregory C., 2011. "Lessons from studying a simple macroeconomic model for China," Economics Letters, Elsevier, vol. 112(3), pages 233-235, September.
    14. Joseph DeJuan & Tony S. Wirjanto & Xinpeng Xu, 2016. "The Adjustment of Consumption to Income Changes Across Chinese Provinces," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 235-253, November.
    15. Chow, Gregory C., 2010. "Note on a model of Chinese national income determination," Economics Letters, Elsevier, vol. 106(3), pages 195-196, March.
    16. Anton Cheremukhin & Mikhail Golosov & Sergei Guriev & Aleh Tsyvinski, 2015. "The Economy of People’s Republic of China from 1953," NBER Working Papers 21397, National Bureau of Economic Research, Inc.
    17. Liping Gao & Hyeongwoo Kim & Yaoqi Zhang, 2013. "Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China," Auburn Economics Working Paper Series auwp2013-05, Department of Economics, Auburn University.
    18. Gregory C. Chow, 2011. "A Model for National Income Determination in Taiwan," Working Papers 1335, Princeton University, Department of Economics, Center for Economic Policy Studies..
    19. Atella, Vincenzo & Brugiavini, Agar & Pace, Noemi, 2015. "The health care system reform in China: Effects on out-of-pocket expenses and saving," China Economic Review, Elsevier, vol. 34(C), pages 182-195.
    20. Guriev, Sergei & Cheremukhin, Anton & Golosov, Mikhail & Tsyvinski, Aleh, 2015. "The Economy of People’s Republic of China from 1953," CEPR Discussion Papers 10764, C.E.P.R. Discussion Papers.
    21. Chow, Gregory C, 2016. "Important laws governing China's macro-economy," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 289-294.
    22. Ahmed M. Khalid, 1994. "Empirical Tests of the Rational Expectations — Permanent Income Hypothesis: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 33(4), pages 1043-1053.
    23. Hiromi YAMAMOTO, 2000. "Marketization Of The Chinese Economy And Reform Of The Grain Distribution System," The Developing Economies, Institute of Developing Economies, vol. 38(1), pages 11-50, March.
    24. Maria Filomena Barros & Fernando Ortega, 2019. "An optimal equilibrium for a reformulated Samuelson economic discrete time system," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-10, December.
    25. Athanasios D. Karageorgos & Grigoris I Kalogeropoulos, 2018. "Study of Samuelson’s General Model of National Economy and Definition of Asymptotic-Stability Conditions," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 10(5), pages 129-136, October.

  6. Chow, Gregory C, 1981. "Estimation and Control of Rational Expectations Models," American Economic Review, American Economic Association, vol. 71(2), pages 211-216, May.

    Cited by:

    1. Richard Dennis, 2004. "Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies," Working Paper Series 2004-17, Federal Reserve Bank of San Francisco.
    2. Richard Dennis, 2001. "The policy preferences of the U.S. Federal Reserve," Working Paper Series 2001-08, Federal Reserve Bank of San Francisco.
    3. Cabrera, Nilda & Bejarano, Edilean & Savino Portugal, Marcelo, 2011. "Preferences of the Central Reserve Bank of Peru and optimal monetary policy rules in the inflation targeting regime," Working Papers 2011-010, Banco Central de Reserva del Perú.
    4. John B. Taylor, 1983. "Rational Expectations Models in Macroeconomics," NBER Working Papers 1224, National Bureau of Economic Research, Inc.

  7. Chow, Gregory C, 1978. "Evaluation of Macroeconomic Policies by Stochastic Control Techniques," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 311-319, June.

    Cited by:

    1. Shibata, Tsubasa, 2017. "Optimal energy policy for a carbon tax in Japan," IDE Discussion Papers 656, Institute of Developing Economies, Japan External Trade Organization(JETRO).

  8. Chow, Gregory C & Megdal, Sharon Bernstein, 1978. "An Econometric Definition of the Inflation-Unemployment Tradeoff," American Economic Review, American Economic Association, vol. 68(3), pages 446-453, June.

    Cited by:

    1. Gebhard Kirchgässner, 2015. "Wissenschaftlicher Fortschritt in den Wirtschaftswissenschaften: Einige Bemerkungen," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 135(2), pages 209-248.
    2. Gregory C. Chow, 1980. "Comparison of Econometric Models by Optimal Control Techniques," NBER Chapters, in: Evaluation of Econometric Models, pages 229-243, National Bureau of Economic Research, Inc.

  9. Chow, Gregory C, 1976. "A Note on the Derivation of Theil's BLUS Residuals," Econometrica, Econometric Society, vol. 44(3), pages 609-610, May.

    Cited by:

    1. Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.

  10. Chow, Gregory C, 1976. "Control Methods for Macroeconomic Policy Analysis," American Economic Review, American Economic Association, vol. 66(2), pages 340-345, May.

    Cited by:

    1. Athanasios Orphanides & John C. Williams, 2008. "Learning, Expectations Formation, and the Pitfalls of Optimal Control Monetary Policy," Working Papers 2008-3, Central Bank of Cyprus.
    2. Jan Kodera & Van Quang TRAN, 2013. "Monetary Policy as an Optimal Control Problem," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2013(1), pages 18-38.

  11. Chow, Gregory C, 1976. "The Control of Nonlinear Econometric Systems with Unknown Parameters," Econometrica, Econometric Society, vol. 44(4), pages 685-695, July.

    Cited by:

    1. Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis.
    2. Philip N. Jefferson, 2024. "Economic Uncertainty and the Evolution of Monetary Policymaking: A speech at the International Research Forum on Monetary Policy, Washington, D.C., April 16, 2024," Speech 98082, Board of Governors of the Federal Reserve System (U.S.).
    3. Gregory Chow, 1976. "An Approach to the Feedback Control of Nonlinear Econometric Systems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 3, pages 297-309, National Bureau of Economic Research, Inc.

  12. Chow, Gregory C, 1975. "A Solution to Optimal Control of Linear Systems with Unknown Parameters," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 338-345, August.

    Cited by:

    1. Preston J. Miller, 1981. "Economic stabilization policy: a survey," Staff Report 68, Federal Reserve Bank of Minneapolis.
    2. Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis.
    3. Marco Tucci & David Kendrick & Hans Amman, 2013. "Expected Optimal Feedback with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 351-371, October.
    4. Andrew Filardo, 2004. "Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs," BIS Working Papers 155, Bank for International Settlements.
    5. Johnson, Timothy C., 2007. "Optimal learning and new technology bubbles," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2486-2511, November.

  13. Chow, Gregory C, 1973. "Problems of Economic Policy from the Viewpoint of Optimal Control," American Economic Review, American Economic Association, vol. 63(5), pages 825-837, December.

    Cited by:

    1. Pindyck, Robert S., 1975. "Optimal stabilization policies under decentralized control and conflicting objectives," Working papers 765-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    2. Läufer, Nikolaus K. A., 1976. "Unsicherheit, Friedmansche Regel und optimale Wirtschaftspolitik," Discussion Papers, Series I 91, University of Konstanz, Department of Economics.
    3. J.-P. Guérin & B. Lamrani & B.-A. Oudet, 1975. "Commandabilité d'un système dynamique linéaire," Revue Économique, Programme National Persée, vol. 26(5), pages 839-847.
    4. Peter Walsh & J. B. Cruz, Jr., 1976. "Neighboring Stochastic Control of an Econometric Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 211-221, National Bureau of Economic Research, Inc.
    5. Robert Marti, 1995. "Spécification des préférences implicites en matière de politique économique française, 1981-1991," Économie et Prévision, Programme National Persée, vol. 119(3), pages 1-11.
    6. Deleau Michel & Malgrange Pierre, 1976. "Application des méthodes d'optimisation aux modèles macroéconomiques de politique économique (l')," CEPREMAP Working Papers (Couverture Orange) 7606, CEPREMAP.
    7. Robert Marti, 1995. "Révélation de la fonction de bien-être du politique et instabilité de la fonction de popularité," Revue Économique, Programme National Persée, vol. 46(3), pages 879-887.

  14. Chow, Gregory C, 1973. "Effect of Uncertainty on Optimal Control Policies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(3), pages 632-645, October.

    Cited by:

    1. Svensson, Lars E. O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank.
    2. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.
    3. King, Robert P., 1979. "Operational Techniques for Applied Decision Analysis Under Uncertainty," AAEA Fellows - Dissertations and Theses, Agricultural and Applied Economics Association, number 181951, December.
    4. Hinchy, Mike & Simmons, Phil, 1983. "An Optimal-Control Approach To Stabilising Australian Wool Prices," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 27(1), pages 1-29, April.
    5. Gadi Barlevy, 2011. "Robustness and Macroeconomic Policy," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 1-24, September.
    6. Läufer, Nikolaus K. A., 1976. "Unsicherheit, Friedmansche Regel und optimale Wirtschaftspolitik," Discussion Papers, Series I 91, University of Konstanz, Department of Economics.
    7. Robert J. Tetlow & Peter Von zur Muehlen, 2002. "Avoiding Nash inflation: Bayesian and robust responses to model uncertainty," Finance and Economics Discussion Series 2002-9, Board of Governors of the Federal Reserve System (U.S.).
    8. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.
    9. John C. Williams & Andrew T. Levin, 2003. "Robust Monetary Policy with Competing Reference Models," Computing in Economics and Finance 2003 291, Society for Computational Economics.
    10. Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis.
    11. Marco Tucci & David Kendrick & Hans Amman, 2013. "Expected Optimal Feedback with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 351-371, October.
    12. Francois Gourio & Jonas Fisher, 2015. "Risk Management for Monetary Policy at the Zero Lower Bound," 2015 Meeting Papers 665, Society for Economic Dynamics.
    13. Mercado, P. Ruben & Kendrick, David A., 2000. "Caution in macroeconomic policy: uncertainty and the relative intensity of policy," Economics Letters, Elsevier, vol. 68(1), pages 37-41, July.
    14. Franklin R. Shupp, 1976. "Uncertainty and Optimal Policy Intensity in Fiscal and Incomes Policies," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 225-237, National Bureau of Economic Research, Inc.
    15. Amman, Hans M & Kendrick, David A, 1999. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 263-267, December.
    16. Svensson, Lars E.O., 2010. "Inflation Targeting," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 22, pages 1237-1302, Elsevier.
    17. P. Mercado & David Kendrick, 2006. "Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 483-496, June.
    18. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
    19. Deleau Michel & Malgrange Pierre, 1976. "Application des méthodes d'optimisation aux modèles macroéconomiques de politique économique (l')," CEPREMAP Working Papers (Couverture Orange) 7606, CEPREMAP.
    20. Freebairn, John W. & Rausser, Gordon C., 1974. "An Adaptive Control Approach To Agricultural Policy," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 18(3), pages 1-13, December.
    21. Marco Tucci, 2006. "Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 533-558, June.

  15. Chow, Gregory C, 1973. "On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems," The Review of Economics and Statistics, MIT Press, vol. 55(1), pages 104-109, February.

    Cited by:

    1. David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 551-614, National Bureau of Economic Research, Inc.
    2. Marianna Belloc, 2007. "Protection for Sale in the EU," Working Papers in Public Economics 100, Department of Economics and Law, Sapienza University of Roma.
    3. Ray C. Fair, 1973. "A Comparison of FIML and Robust Estimates of a Nonlinear Macroeconomic Model," NBER Working Papers 0015, National Bureau of Economic Research, Inc.
    4. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
    5. Amemiya, Takeshi, 1983. "Non-linear regression models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 6, pages 333-389, Elsevier.
    6. David A. Belsley & Kent D. Wall, 1976. "Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results," NBER Working Papers 0142, National Bureau of Economic Research, Inc.
    7. Ray C. Fair, 1974. "On the Robust Estimation of Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 667-677, National Bureau of Economic Research, Inc.

  16. Chow, Gregory C, 1973. "Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods," Econometrica, Econometric Society, vol. 41(1), pages 109-118, January.

    Cited by:

    1. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    2. Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper 1991-50, Tilburg University, Center for Economic Research.
    3. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).
    4. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992. "Bayesian long-run prediction in time series models," UC3M Working papers. Economics 2822, Universidad Carlos III de Madrid. Departamento de Economía.
    5. Steel, M.F.J., 1991. "Bayesian Inference in Time Series," Papers 9153, Tilburg - Center for Economic Research.
    6. Shu-Ing Liu, 1994. "Multiperiod Bayesian forecasts forAR models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 429-452, September.
    7. Paul A. Anderson, 1979. "Help for the regional economic forecaster: vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).

  17. Chow, Gregory C, 1972. "Optimal Control of Linear Econometric Systems with Finite Time Horizon," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(1), pages 16-25, February.

    Cited by:

    1. Pindyck, Robert S., 1975. "Optimal stabilization policies under decentralized control and conflicting objectives," Working papers 765-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    2. Preston J. Miller, 1981. "Economic stabilization policy: a survey," Staff Report 68, Federal Reserve Bank of Minneapolis.
    3. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.
    4. Peter Walsh & J. B. Cruz, Jr., 1976. "Neighboring Stochastic Control of an Econometric Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 211-221, National Bureau of Economic Research, Inc.
    5. Le Van Cuong, 1985. "Stationary uncertainty frontiers in macroeconometric models and existence, unicity of solutions of matrix riccati equations," CEPREMAP Working Papers (Couverture Orange) 8511, CEPREMAP.
    6. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    7. Deleau Michel & Malgrange Pierre, 1976. "Application des méthodes d'optimisation aux modèles macroéconomiques de politique économique (l')," CEPREMAP Working Papers (Couverture Orange) 7606, CEPREMAP.
    8. Johnson, S.R. & Rausser, Gordon C., 1977. "PART III. Systems Analysis and Simulation in Agricultural and Resource Economics," AAEA Monographs, Agricultural and Applied Economics Association, number 337223, january.
    9. R. B. Campbell, 1979. "Optimal Choice of a Proximate Monetary Target in an Open Economy," The Economic Record, The Economic Society of Australia, vol. 55(1), pages 47-57, March.
    10. Kenneth Garbade, 1975. "Discretion in the Choice of Macroeconomic Policies," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 4, number 2, pages 215-238, National Bureau of Economic Research, Inc.

  18. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.

    Cited by:

    1. Roush, Jennifer E., 2007. "The expectations theory works for monetary policy shocks," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1631-1643, September.
    2. Justin Doran & Bernard Fingleton, 2014. "Economic shocks and growth: Spatio-temporal perspectives on Europe's economies in a time of crisis," Papers in Regional Science, Wiley Blackwell, vol. 93, pages 137-165, November.
    3. Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019. "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers 24/2019, Halle Institute for Economic Research (IWH).
    4. Merkl, Christian & Kohlbrecher, Britta, 2016. "Business Cycle Asymmetries and the Labor Market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145704, Verein für Socialpolitik / German Economic Association.
    5. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series 2228, CESifo.
    6. Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2019. "A time-space dynamic panel data model with spatial moving average errors," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 13-31.
    7. Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
    8. Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," SciencePo Working papers Main hal-03403269, HAL.
    9. Zhou, Siwen, 2019. "Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework," MPRA Paper 92530, University Library of Munich, Germany.
    10. Mitchell, James & Solomou, Solomos & Weale, Martin, 2012. "Monthly GDP estimates for inter-war Britain," Explorations in Economic History, Elsevier, vol. 49(4), pages 543-556.
    11. Massimiliano Marcellino, 2007. "Pooling‐Based Data Interpolation and Backdating," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 53-71, January.
    12. Christian R. Proaño & Christian Schoder & Willi Semmler, 2013. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers 1304, New School for Social Research, Department of Economics.
    13. Alessandro Gobbi & Tim Willems, 2011. "Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries," Tinbergen Institute Discussion Papers 11-145/2, Tinbergen Institute.
    14. Jérôme Héricourt & Iuliana Matei, 2007. "Transmission de la politique monétaire dans les pays d'Europe Centrale et Orientale : que savons-nous vraiment ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00515124, HAL.
    15. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
    16. Ligia Alba Melo-Becerra & Jorge Enrique Ramos-Forero & Ligia Marcela Parrado-Galvis & Hector Manuel Zarate-Solano, 2016. "Bonanzas y crisis de la actividad petrolera y su efecto sobre la economía colombiana," Borradores de Economia 961, Banco de la Republica de Colombia.
    17. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
    18. Wolfgang Polasek & Richard Sellner, 2008. "Spatial Chow-Lin Methods: Bayesian And Ml Forecast Comparisons," Working Paper series 38_08, Rimini Centre for Economic Analysis.
    19. Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996. "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 1-78.
    20. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
    21. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    22. Federica Ciocchetta & Wanda Cornacchia, 2019. "Assessing financial stability risks from the real estate market in Italy: an update," Questioni di Economia e Finanza (Occasional Papers) 493, Bank of Italy, Economic Research and International Relations Area.
    23. Laszlo Bokor, 2022. "Climate Stress Test of the Hungarian Banking System," MNB Occasional Papers 2022/147, Magyar Nemzeti Bank (Central Bank of Hungary).
    24. Seewon Kim, 2018. "Effects of Monetary Policy during Financial Market Crises and Regime Changes: An Empirical Evaluation Using a Nonlinear Vector Autoregression Model," Asian Economic Journal, East Asian Economic Association, vol. 32(2), pages 105-123, June.
    25. Alvaro J. Riascos, 2002. "Dynamic Response To Monetary Shocks In A Search Model Of The Labor Market," Borradores de Economia 2385, Banco de la Republica.
    26. Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series 6157, CESifo.
    27. Michela Scatigna & Robert Szemere & Kostas Tsatsaronis, 2014. "Residential property price statistics across the globe," BIS Quarterly Review, Bank for International Settlements, September.
    28. Rocio Elizondo, 2019. "Estimaciones del PIB mensual en México basadas en el IGAE/Monthly GDP estimates in Mexico based on the IGAE," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 34(2), pages 197-241.
    29. Christopher A. Hartwell, 2014. "Do (successful) stock exchanges support or hinder institutions in transition economies?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-18, December.
    30. Emanuel Mönch & Harald Uhlig, 2005. "Towards a Monthly Business Cycle Chronology for the Euro Area," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(1), pages 43-69.
    31. Christopher L. House & Christian Proebsting & Linda L. Tesar, 2019. "Regional Effects of Exchange Rate Fluctuations," NBER Working Papers 26071, National Bureau of Economic Research, Inc.
    32. Sam Kortum & John Romalis & Brent Neiman & Jonathan Eaton, 2010. "Trade and the Global Recession," 2010 Meeting Papers 1340, Society for Economic Dynamics.
    33. Jérôme Héricourt, 2005. "Monetary policy transmission in the CEECs: a comprehensive analysis," Cahiers de la Maison des Sciences Economiques bla05020, Université Panthéon-Sorbonne (Paris 1).
    34. Vincent Bouvatier, 2007. "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006 161, Money Macro and Finance Research Group.
    35. Franklin D. Berger & Keith R. Phillips, 1995. "A new quarterly output measure for Texas," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 16-23.
    36. Paravee Maneejuk & Woraphon Yamaka & Songsak Sriboonchitta, 2021. "Does the Kuznets curve exist in Thailand? A two decades’ perspective (1993–2015)," Annals of Operations Research, Springer, vol. 300(2), pages 545-576, May.
    37. Kahouli, Sondès, 2011. "Re-examining uranium supply and demand: New insights," Energy Policy, Elsevier, vol. 39(1), pages 358-376, January.
    38. D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers 0809, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
    39. Ewert Kleynhans & Clive Coetzee, 2021. "Regional Business Confidence as Early Indicator of Regional Economic Growth," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 19(1 (Spring), pages 27-48.
    40. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
    41. Katrin Assenmacher-Wesche & Stefan Gerlach, 2008. "Monetary policy, asset prices and macroeconomic conditions : a panel-VAR study," Working Paper Research 149, National Bank of Belgium.
    42. Mauricio Carrizosa & Germán Botero, 1984. "Trimestralización del Producto Interno Bruto en Colombia," Coyuntura Económica, Fedesarrollo, vol. 14(4), pages 119-127, December.
    43. Tsang, Shu-ki & Ma, Yue, 2002. "Currency substitution and speculative attacks on a currency board system," Journal of International Money and Finance, Elsevier, vol. 21(1), pages 53-78, February.
    44. Sung Hoon Choi, 2021. "Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia," Papers 2108.10250, arXiv.org, revised May 2022.
    45. Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022. "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers 22-509, KOF Swiss Economic Institute, ETH Zurich.
    46. Fotini Economou & Ioanna Kountouri & Yannis Panagopoulos & Georgia Skintzi & Ekaterini Tsouma, 2022. "Estimating excise tax revenue elasticity and buoyancy for tobacco products and alcoholic beverages: evidence from Greece," Applied Economics, Taylor & Francis Journals, vol. 54(39), pages 4557-4576, August.
    47. Christopher L. House & Ana-Maria Mocanu & Matthew D. Shapiro, 2017. "Stimulus Effects of Investment Tax Incentives: Production versus Purchases," NBER Working Papers 23391, National Bureau of Economic Research, Inc.
    48. Kim, Hyun Hak & Swanson, Norman R., 2018. "Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods," International Journal of Forecasting, Elsevier, vol. 34(2), pages 339-354.
    49. Benati, Luca, 2007. "Drift and breaks in labor productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2847-2877, August.
    50. María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés, 2016. "Oil Price and Economic Growth: A Long Story?," Econometrics, MDPI, vol. 4(4), pages 1-28, October.
    51. Vicente Tuesta & Jorge Selaive, 2004. "Net Foreing Assets and Imperfect Pass-through: The Consumption-Real Exchange Rate Anomaly," 2004 Meeting Papers 203, Society for Economic Dynamics.
    52. Stelios Bekiros, 2011. "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers ECO2011/21, European University Institute.
    53. Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017. "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
    54. Herwartz, Helmut & Plödt, Martin, 2014. "Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100326, Verein für Socialpolitik / German Economic Association.
    55. Tavares Garcia, Francisco & Cross, Jamie L., 2024. "The impact of monetary policy on income inequality: Does inflation targeting matter?," Finance Research Letters, Elsevier, vol. 61(C).
    56. Wenzel, Lars & Wolf, André, 2013. "Short-term forecasting with business surveys: Evidence for German IHK data at federal state level," HWWI Research Papers 140, Hamburg Institute of International Economics (HWWI).
    57. Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
    58. SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, 2009. "Monitoring and forecasting annual public deficit every month: the case of France," LIDAM Reprints CORE 2019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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  19. Chow, Gregory C, 1970. "Optimal Stochastic Control of Linear Economic Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 2(3), pages 291-302, August.

    Cited by:

    1. Pindyck, Robert S., 1975. "Optimal stabilization policies under decentralized control and conflicting objectives," Working papers 765-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    2. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.
    3. Pedro Garcia Duarte, 2005. "A FEASIBLE AND OBJECTIVE CONCEPT OF OPTIMALITY: THE QUADRATIC LOSS FUNCTION AND U. S. MONETARY POLICY IN THE 1960's," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 016, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    4. Sivesind, Charles Milton, 1975. "A dynamic programming simulation of optimal monetary policies designed to stabilize prices and employment," ISU General Staff Papers 197501010800006395, Iowa State University, Department of Economics.
    5. Nicoletta Batini & Joseph Pearlman, 2002. "Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules," Discussion Papers 08, Monetary Policy Committee Unit, Bank of England.
    6. Ariel Neufeld & Julian Sester, 2024. "Non-concave distributionally robust stochastic control in a discrete time finite horizon setting," Papers 2404.05230, arXiv.org.

Chapters

  1. Gregory C. Chow, 1977. "Usefulness of Imperfect Models for the Formulation of Stabilization Policies," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 2, pages 175-187, National Bureau of Economic Research, Inc.

    Cited by:

    1. António Bento Caleiro, 2014. "What if Output Persistence is Disregarded by an Opportunistic Incumbent?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 4(4), pages 803-803.

  2. Gregory Chow, 1976. "An Approach to the Feedback Control of Nonlinear Econometric Systems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 3, pages 297-309, National Bureau of Economic Research, Inc.

    Cited by:

    1. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.
    2. Shibata, Tsubasa, 2017. "Optimal energy policy for a carbon tax in Japan," IDE Discussion Papers 656, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    3. Gregory C. Chow, 1980. "Comparison of Econometric Models by Optimal Control Techniques," NBER Chapters, in: Evaluation of Econometric Models, pages 229-243, National Bureau of Economic Research, Inc.

  3. Gregory C. Chow & Michael Athans, 1974. "Introduction to Selected Papers from the Second NBER Stochastic Control Conference," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 1-9, National Bureau of Economic Research, Inc.

    Cited by:

    1. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.
    2. Deleau Michel & Malgrange Pierre, 1976. "Application des méthodes d'optimisation aux modèles macroéconomiques de politique économique (l')," CEPREMAP Working Papers (Couverture Orange) 7606, CEPREMAP.

  4. Gregory C. Chow & Ray C. Fair, 1973. "Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 1, pages 17-28, National Bureau of Economic Research, Inc.

    Cited by:

    1. Fair, Ray C, 1979. "An Analysis of the Accuracy of Four Macroeconometric Models," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 701-718, August.
    2. Palm, F.C. & Zellner, A., 1978. "Large sample estimation and testing procedures for dynamic equation systems," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3. M. Ishaq Nadiri & Mark Schankerman, 1979. "The Structure of Production, Technological Change, and the Rate of Growth of Total Factor Productivity in the Bell System," NBER Working Papers 0358, National Bureau of Economic Research, Inc.
    4. Amemiya, Takeshi, 1983. "Non-linear regression models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 6, pages 333-389, Elsevier.
    5. Wilson, William W. & Wilson, Wesley W. & Koo, Won W., 1987. "Intermodal Competition and Pricing in Grain Transportation: A Description and Comparison of Methods," Agricultural Economics Reports 23194, North Dakota State University, Department of Agribusiness and Applied Economics.

  5. Gregory C. Chow & Geoffrey H. Moore & An-loh Lin, 1972. "An Econometric Model of Business Cycles," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 739-809, National Bureau of Economic Research, Inc.

    Cited by:

    1. Rebecca A Emerson & David Hendry, 1994. "An evaluation of forecasting using leading indicators," Economics Papers 5., Economics Group, Nuffield College, University of Oxford.

  6. Gregory Chow, 1972. "How Much Could Be Gained by Optimal Stochastic Control Policies," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 4, pages 391-406, National Bureau of Economic Research, Inc.

    Cited by:

    1. Deissenberg, Christophe, 1979. "Optimal stabilization policy with delayed controls and imperfect state measurements," Discussion Papers, Series I 133, University of Konstanz, Department of Economics.
    2. Pindyck, Robert S., 1975. "Optimal stabilization policies under decentralized control and conflicting objectives," Working papers 765-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    3. Deleau Michel & Malgrange Pierre, 1976. "Application des méthodes d'optimisation aux modèles macroéconomiques de politique économique (l')," CEPREMAP Working Papers (Couverture Orange) 7606, CEPREMAP.
    4. R. B. Campbell, 1979. "Optimal Choice of a Proximate Monetary Target in an Open Economy," The Economic Record, The Economic Society of Australia, vol. 55(1), pages 47-57, March.
    5. Robert S. Pindyck, 1976. "The Cost of Conflicting Objectives in Policy Formulation," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 239-248, National Bureau of Economic Research, Inc.
    6. Kenneth Garbade, 1975. "Discretion in the Choice of Macroeconomic Policies," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 4, number 2, pages 215-238, National Bureau of Economic Research, Inc.

  7. Michael Athans & Gregory Chow, 1972. "Introduction to Stochastic Control Theory and Economic Systems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 4, pages 375-383, National Bureau of Economic Research, Inc.

    Cited by:

    1. Jean-Bernard, Chatelain & Kirsten, Ralf, 2020. "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," MPRA Paper 103244, University Library of Munich, Germany.
    2. Ronald Davis & Dallas Denery & David Kendrick & Raman Mehra, 2012. "Introduction to the Works of Rodney C. Wingrove: Engineering Approaches to Macroeconomic Modeling," Computational Economics, Springer;Society for Computational Economics, vol. 39(1), pages 71-76, January.
    3. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
    4. Deleau Michel & Malgrange Pierre, 1976. "Application des méthodes d'optimisation aux modèles macroéconomiques de politique économique (l')," CEPREMAP Working Papers (Couverture Orange) 7606, CEPREMAP.

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