Showing 1 - 10 of 11,958
expenditure sectors. At the second stage an econometric model is proposed which includes the nonstationary cointegration type and …
Persistent link: https://www.econbiz.de/10009291925
structural models in the general case where the model might contain more than one permanent structural shock. It provides a …-run restrictions than are needed because of a failure to fully utilize the cointegration information. …
Persistent link: https://www.econbiz.de/10005822651
The following highly-cited research monograph, although widely available in libraries, is now out of print: William A. Barnett, Consumer Demand and Labor Supply, North Holland, Amsterdam, 1981. In case you do not have access to the printed book, I have scanned it and put it online below. Since...
Persistent link: https://www.econbiz.de/10005057411
structural models in the general case where the model might contain more than one permanent structural shock. It provides a …
Persistent link: https://www.econbiz.de/10005422749
structural models in the general case where the model might contain more than one permanent structural shock. It provides a …-run restrictions than are needed because of a failure to fully utilize the cointegration information. …
Persistent link: https://www.econbiz.de/10005647366
structural models in the general case where the model might contain more than one permanent structural shock. It provides a …-run restrictions than are needed because of a failure to fully utilize the cointegration information. …
Persistent link: https://www.econbiz.de/10005113786
This paper proposes an econometric evaluation of the New Keynesian Phillips Curve (NKPC) in the euro area, under a particular specification of the adaptive learning hypothesis. The key assumption is that agents' perceived law of motion is a Vector Autoregressive (VAR) model, whose coefficients...
Persistent link: https://www.econbiz.de/10005083015
This paper proposes the econometric evaluation of the New Keynesian Phillips Curve (NKPC) in the euro area, under a particular specification of the adaptive learning hypothesis. The key assumption is that agents? perceived law of motion is a Vector Autoregressive (VAR) model, whose coefficients...
Persistent link: https://www.econbiz.de/10005083372
sectors of the economy, and at the 2nd stage the econometric model of the national economy is created based upon cointegration …
Persistent link: https://www.econbiz.de/10010992083
In the paper we consider the role of seasonal intercepts in seasonal cointegration analysis. …
Persistent link: https://www.econbiz.de/10005207502