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ArticleCodependent cycles

Farshid Vahid1997

Article1997

Codependent cycles

Farshid Vahid · Robert F. Engle

84 citations·0/0 files stored·Journal of Econometrics

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Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Complex Systems and Time Series Analysis

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 1980Aggregate Dynamics and Staggered Contracts 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule 1986Forecasting Economic Time Series

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Details

Year1997

Typearticle

Published1997-10-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languagefr

Citations84

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s0304-4076(97)00032-8

openalex_workW4252106032

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