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Stabilisation policy and the time-forms of lagged responses
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Stabilisation policy and the time-forms of lagged responses (2000)Stabilisation policy and the time-forms o…Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged. 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  • 2010Modelling Nonlinear Economic Time Series352 cited
  • 1991ON ERROR CORRECTION MODELS: SPECIFICATION, INTERPRETATION, ESTIMATION187 cited
  • 2017The rebuilding macroeconomic theory project: an analytical assessment147 cited
  • 2009Should Monetary Policy "Lean or Clean"?146 cited
  • 2007Autoregressive Distributed Lag Models and Cointegration114 cited
  • 1993German and American wage and price dynamics110 cited
  • 2016Error Correction Methods with Political Time Series109 cited
  • 2004NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (18782000)104 cited
  • 1984The consumption function in macroeconomic models: a comparative study89 cited
  • 2006Dynamic analysis of policy lag in a Keynes–Goodwin model: Stability, instability, cycles and chaos88 cited
  • 2007Monetary policy when potential output is uncertain: Understanding the growth gamble of the 1990s81 cited
  • 2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.

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69 cited
  • 1986Empirical modeling in dynamic econometrics64 cited
  • 1973Optimal Stabilization Policies for Deterministic and Stochastic Linear Economic Systems53 cited
  • 2009The Evolution of the Phillips Curve: A Modern Time Series Viewpoint47 cited
  • 1992A dynamic model of the demand for currency: Argentina 1977–198847 cited