SStudyAcademic Library

Dashboard Shelves Open access My library Review

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

Interpreting cointegrated models · Study

ArticleShelves

ArticleInterpreting cointegrated models

John Lorne 1906-1996 Campbell1988

OA

Articlegreen1988

Interpreting cointegrated models

John Lorne 1906-1996 Campbell · Robert J. Shiller

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

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

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 246 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1985Does the Stock Market Overreact?1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1956DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES 1988Permanent and Temporary Components of Stock Prices 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1981Some properties of time series data and their use in econometric model specification

Cited by

2014Two Pillars of Asset Pricing 1992Stock prices and bond yields 1992Stochastic trends and economic fluctuations in a small open economy 1997Transaction Costs and Nonlinear Adjustment Towards Equilibrium in the US Treasury Bill Market 1992COINTEGRATION AND DYNAMIC TIME SERIES MODELS 2003An Empirical Study on the Lapse Rate: The Cointegration Approach 1992Two‐step testing procedure for price discovery role of futures prices 1993Pipeline Access and Market Integration in the Natural Gas Industry: Evidence from Cointegration Tests

Details

Year1988

Typearticle

Published1988-06-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations246

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0165-1889(88)90053-x

openalex_workW2152074845

Links

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