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A reformulation of simultaneous equations models for markets in disequilibrium

Chow, Gregory C. - 1977

Persistent link: https://www.econbiz.de/10000737352

The multipler-accelerator model in the light of cointegration

Chow, Gregory C. - 1990

Persistent link: https://www.econbiz.de/10000809710

Econometrics

Chow, Gregory C. - 1983 - 1. print

Persistent link: https://www.econbiz.de/10000055034

Random and changing coefficient models

Chow, Gregory C. - 1992

Persistent link: https://www.econbiz.de/10001327464

Statistical estimation and testing of a real business cycle model

Chow, Gregory C. - 1992

Persistent link: https://www.econbiz.de/10000844107

A two-step procedure for estimating linear simultaneous equations with unit roots

Chow, Gregory C. - In: The review of economics and statistics 75 (1993) 1, pp. 107-111

Persistent link: https://www.econbiz.de/10001142311

On two methods for solving and estimating linear simultaneous equations under rational expectations

Chow, Gregory C. - In: Journal of economic dynamics & control 9 (1985) 1, pp. 63-75

Persistent link: https://www.econbiz.de/10001010228

An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility

Niu, Linlin - 2010

This paper proposes an affine term structure model in a stochastic volatility setting. It provides a useful modeling tool to bridge the two strands of macroeconomic and finance research: the DSGE-VAR with stochastic volatility and the macro-finance model of term structure. In the model, the...

Persistent link: https://www.econbiz.de/10013142184