A State Space Model of the Economic Fundamentals
Year of publication: |
1988-07-28
|
---|---|
Authors: | Craine, Roger ; Bowman, David |
Institutions: | Institute of Business and Economic Research (IBER), Walter A. Haas School of Business |
Subject: | dynamic programming | state space | nonstationary | unit root | Social and Behavioral Sciences |
-
Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis
Zhang, Jin-Yu, (2013)
-
The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root
Paparoditis, Efstathios, (2013)
-
Asset Values and Econometric Fundamentals
Craine, Roger, (1988)
- More ...
-
Loss Aversion in a Savings Model
Bowman, David, (1993)
-
Dollarization: An Irreversible Decision
Craine, Roger, (2001)
-
Fairly Priced Deposit Insurance and Bank Charter Policy
Craine, Roger, (1995)
- More ...