SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Continuous time autoregressive models with common stochastic trends · Study

ArticleShelves

ArticleContinuous time autoregressive models with common stochastic trends

Andrew C. Harvey1988

Article1988

Continuous time autoregressive models with common stochastic trends

Andrew C. Harvey · James H. Stock

64 citations·0/0 files stored·Journal of Economic Dynamics and Control

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Statistical and numerical algorithms Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 64 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1982Trends and random walks in macroeconmic time series 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1988Trends and random walks in macroeconomic time series 1988How Big Is the Random Walk in GNP?1986Univariate detrending methods with stochastic trends 1987Are Output Fluctuations Transitory?1987The Cyclical Component of U. S. Economic Activity

Cited by

2016Tracking the Slowdown in Long-Run GDP Growth 2005How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth 2007A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends 2004Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions 1989Estimating integrated higher-order continuous time autoregressions with an application to money-income causality 2005Monetary Policy Transmission through the Consumption-Wealth Channel

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994Chapter 46 Unit roots, structural breaks and trendschapter · 10 shared references 1993Persistence, cointegration, and aggregationarticle · 10 shared references 1993Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growtharticle · 9 shared references 1996Time-Series-Based Econometricsbook · 9 shared references 1988Variable Trends in Economic Time Seriesarticle · 8 shared references 1990Unit roots in real GNP: Do we know, and do we care?other · 8 shared references

Details

Year1988

Typearticle

Published1988-06-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations64

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0165-1889(88)90046-2

openalex_workW2099956629

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2010Change-Point Problems: Bibliography and Review

2000The Dynamic Behavior of Wages and Prices: Cointegration Tests within a Large Macroeconomic System