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A continuous time, general equilibrium, inventory-sales model

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  • Lawrence J. Christiano
  • Martin S. Eichenbaum

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  • Lawrence J. Christiano & Martin S. Eichenbaum, 1985. "A continuous time, general equilibrium, inventory-sales model," Working Papers 361, Federal Reserve Bank of Minneapolis.
    • Handle: RePEc:fip:fedmwp:361
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    References listed on IDEAS

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    1. Thane Gustafson & Anthony Glees & Daniel Nelson & Peter Vanneman & Alec Nove & Roger Clarke & David Heer & Michael Rowe & John Dunstan & M. Dewhirst & R. W. Davies & Paul Dukes & Jan Dellenbrant & Mau, 1983. "Reviews," Europe-Asia Studies, Taylor & Francis Journals, vol. 35(2), pages 249-270.
    2. Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-694, May.
    3. Alan S. Blinder, 1986. "Can the Production Smoothing Model of Inventory Behavior be Saved?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(3), pages 431-453.
    4. Blanchard, Olivier J, 1983. "The Production and Inventory Behavior of the American Automobile Industry," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 365-400, June.
    5. Eichenbaum, Martin S., 1984. "Rational expectations and the smoothing properties of inventories of finished goods," Journal of Monetary Economics, Elsevier, vol. 14(1), pages 71-96, July.
    6. Harvey, A. C. & Stock, James H., 1985. "The Estimation of Higher-Order Continuous Time Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 1(1), pages 97-117, April.
    7. Bergstrom, Albert Rex, 1983. "Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models," Econometrica, Econometric Society, vol. 51(1), pages 117-152, January.
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    Cited by:

    1. Christiano, Lawrence J. & Eichenbaum, Martin, 1987. "Temporal aggregation and structural inference in macroeconomics," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 26(1), pages 63-130, January.

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