IDEAS home Printed from https://ideas.repec.org/r/ucp/jpolec/v89y1981i2p213-48.html
   My bibliography  Save this item

Interpreting Economic Time Series

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
  2. Walker, Todd B., 2007. "How equilibrium prices reveal information in a time series model with disparately informed, competitive traders," Journal of Economic Theory, Elsevier, vol. 137(1), pages 512-537, November.
  3. Reinhard Neck & Klaus Weyerstrass & Dmitri Blueschke & Miroslav Verbič, 2021. "Demand-side or supply-side stabilisation policies in a small euro area economy: a case study for Slovenia," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(3), pages 593-610, August.
  4. Tinsley, P A, 2002. "Rational Error Correction," Computational Economics, Springer;Society for Computational Economics, vol. 19(2), pages 197-225, April.
  5. Robert G. King, 2000. "The new IS-LM model : language, logic, and limits," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-103.
  6. 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.
  7. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002. "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
  8. Cohen Daniel & Michel Philippe, 1986. "Dynamic consistency of government's behavior : a user's guide," CEPREMAP Working Papers (Couverture Orange) 8605, CEPREMAP.
  9. Jordi Galí & Mark Gertler, 2007. "Macroeconomic Modeling for Monetary Policy Evaluation," Journal of Economic Perspectives, American Economic Association, vol. 21(4), pages 25-46, Fall.
  10. Cohen Daniel & Michel Philippe, 1987. "Two critiques of econometric policy evaluation (the)," CEPREMAP Working Papers (Couverture Orange) 8704, CEPREMAP.
  11. Lawrence J. Christiano, 1980. "The term structure of interest rates and the aliasing identification problem," Working Papers 165, Federal Reserve Bank of Minneapolis.
  12. Klaus Weyerstrass & Rijad Kovac, 2023. "Fiscal policies in the Federation of Bosnia and Herzegovina: are spending or revenue measures more effective?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(1), pages 173-206, February.
  13. Sam Strong & Siew Ping Tan, 1991. "The Australian Business Cycle: Its Definition and Existence," The Economic Record, The Economic Society of Australia, vol. 67(2), pages 115-125, June.
  14. Robert S. Chirinko, 1985. "The Ineffectiveness of Effective Tax Rates on Business Investment," NBER Working Papers 1704, National Bureau of Economic Research, Inc.
  15. Danny Quah, 1996. "Aggregate and Regional Disaggregate Fluctuations," CEP Discussion Papers dp0275, Centre for Economic Performance, LSE.
  16. Sargent, Thomas J, 1982. "Beyond Demand and Supply Curves in Macroeconomics," American Economic Review, American Economic Association, vol. 72(2), pages 382-389, May.
  17. Olivier J. Blanchard, 1982. "Identification in Dynamic Linear Models with Rational Expectations," NBER Technical Working Papers 0024, National Bureau of Economic Research, Inc.
  18. Troy Davig & Eric M. Leeper, 2009. "Reply to \"Generalizing the Taylor principle\": a comment," Research Working Paper RWP 09-09, Federal Reserve Bank of Kansas City.
  19. Willem H. Buiter, 1981. "Macroeconometric Modelling for Policy Evaluation and Design," NBER Technical Working Papers 0013, National Bureau of Economic Research, Inc.
  20. Lars Peter Hansen & Thomas J. Sargent, 1993. "Recursive linear models of dynamic economies," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  21. Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161.
  22. Sargent, Thomas & Surico, Paolo, 2008. "Monetary policies and low-frequency manifestations of the quantity theory," Discussion Papers 26, Monetary Policy Committee Unit, Bank of England.
  23. Troy Davig & Eric M. Leeper, 2010. "Generalizing the Taylor Principle: Reply," American Economic Review, American Economic Association, vol. 100(1), pages 618-624, March.
  24. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  25. Thomas Sargent & Noah Williams & Tao Zha, 2009. "The Conquest of South American Inflation," Journal of Political Economy, University of Chicago Press, vol. 117(2), pages 211-256, April.
  26. Hansen, Lars Peter & Sargent, Thomas J., 1981. "A note on Wiener-Kolmogorov prediction formulas for rational expectations models," Economics Letters, Elsevier, vol. 8(3), pages 255-260.
  27. Troy A. Davig & Eric M. Leeper, 2009. "Reply to "Generalizing the Taylor principle": a comment," Research Working Paper RWP 09-09, Federal Reserve Bank of Kansas City.
  28. Giacomo Rondina & Todd Walker, 2023. "Equivalence Results With Endogenous Signal Extraction," CAEPR Working Papers 2023-007 Classification-, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  29. Hui, George W. L., 1995. "Flexible exchange rates, capital mobility, and monetary instruments of asymmetric economies," International Review of Economics & Finance, Elsevier, vol. 4(2), pages 149-169.
  30. R.M. Simes & C.J. Richardson, 1987. "Wage Determination In Australia," The Economic Record, The Economic Society of Australia, vol. 63(2), pages 144-155, June.
  31. Herschel I. Grossman, 1984. "Counterfactuals, Forecasts, and Choice-Theoretic Modelling of Policy," NBER Working Papers 1381, National Bureau of Economic Research, Inc.
  32. Glenn Withers & David Pope, 1985. "Immigration and Unemployment," The Economic Record, The Economic Society of Australia, vol. 61(2), pages 554-564, June.
  33. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
  34. Tsai, Grace Yueh-Hsiang, 1989. "A dynamic model of the U.S. cotton market with rational expectations," ISU General Staff Papers 1989010108000012168, Iowa State University, Department of Economics.
  35. Ashesh Rambachan & Neil Shephard, 2019. "Econometric analysis of potential outcomes time series: instruments, shocks, linearity and the causal response function," Papers 1903.01637, arXiv.org, revised Feb 2020.
  36. Fair, Ray C & Taylor, John B, 1983. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 51(4), pages 1169-1185, July.
  37. Chirinko, Robert S., 1987. "Tobin's Q and financial policy," Journal of Monetary Economics, Elsevier, vol. 19(1), pages 69-87, January.
  38. Sargent, Thomas J., 2024. "Critique and consequence," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 2-13.
  39. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
  40. John P. Rust, 1989. "A Dynamic Programming Model of Retirement Behavior," NBER Chapters, in: The Economics of Aging, pages 359-404, National Bureau of Economic Research, Inc.
  41. Reinhard Neck & Dmitri Blueschke & Klaus Weyerstrass, 2011. "Optimal macroeconomic policies in a financial and economic crisis: a case study for Slovenia," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(3), pages 435-459, July.
  42. Langley, Suchada Vichitakul, 1982. "The formation of price expectations: a case study of the soybean market," ISU General Staff Papers 198201010800009358, Iowa State University, Department of Economics.
  43. Mejra Festić, 2006. "Procyclicality of Financial and Real Sector in Transition Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(4), pages 315-349.
  44. Simes, Richard M, 1988. "Macroeconometric Model Evaluation, with Special Reference to the NIF88 Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 29-56, Supplemen.
  45. Mauricio Sánchez Puerta & Marta Milena Ochoa Galeano, 2005. "Reflexiones sobre la importancia de la Crítica de Lucas," Revista Ecos de Economía, Universidad EAFIT, April.
  46. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
  47. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
  48. Hur, Joonyoung, 2018. "Time-varying information rigidities and fluctuations in professional forecasters' disagreement," Economic Modelling, Elsevier, vol. 75(C), pages 117-131.
  49. Eric M. Leeper & Todd B. Walker & Shu-Chun Susan Yang, 2008. "Fiscal Foresight: Analytics and Econometrics," CAEPR Working Papers 2008-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  50. Yazdanpanah, Ahmad, 1994. "The impact of oil price on food security in the Algeria, Iran, and Saudi Arabia: cointegration, vector-error correction model, dynamics, and causality analysis," ISU General Staff Papers 1994010108000011661, Iowa State University, Department of Economics.
  51. John S.L. McCombie & Ioana Negru, 2014. "On economic paradigms, rhetoric and the micro-foundations of macroeconomics," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 11(1), pages 53-66, April.
  52. Eric Leeper & Todd Walker, 2011. "Information Flows and News Driven Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 55-71, January.
  53. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: I – construction and Bayesian estimation," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 18, pages 411-440, Edward Elgar Publishing.
  54. Quah, Danny, 1996. "Aggregate and regional disaggregate fluctuations," LSE Research Online Documents on Economics 2081, London School of Economics and Political Science, LSE Library.
  55. Kim, Jin-Ock, 1990. "A time series analysis of the real exchange rate movement in Korea," ISU General Staff Papers 1990010108000010378, Iowa State University, Department of Economics.
  56. Paul Johnson, 1983. "Life‐Cycle Consumption under Rational Expectations: Some Australian Evidence," The Economic Record, The Economic Society of Australia, vol. 59(4), pages 345-350, December.
  57. Finn E. Kydland & Edward C. Prescott, 1990. "Business cycles: real facts and a monetary myth," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 14(Spr), pages 3-18.
  58. Strong, S.M., 1985. "Rational Expectations and Weekly Price Variations of the Queensland Mud Crab," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 53(03), pages 1-8, December.
  59. Fisher, Brian S., 1983. "Rational Expectations In The Australian Wool Industry," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 27(3), pages 1-9, December.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.