References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 21

Altug, S. (1989). Time-to-Build and Aggregate Fluctuations: Some New Evidence. International Economic Review, 30:889-920.

Bencivenga, V. (1992). An Econometric Study of Hours and Output Variation with Preference Shocks. International Economic Review, 33:449-471.

Colander, D. (2006). Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Cambridge University Press, Cambridge, Mass.

Davidson, J. (1998). Structural Relations, Cointegration and Identification: Some Simple Results and their Application. Journal of Econometrics, 87:87-113.

DeJong, D., Ingram, B., and C., Whiteman (2000). A Bayesian Approach to Dynamic Macroeconomics. Journal of Econometrics, 98:203-223.

Haavelmo, T. (1944). The Probability Approach in Econometrics. Econometrica, 12(Supplement):1-15.

Hall, G. (1996). Overtime, Effort, and the Propagation of Business Cycle Shocks. Journal of Monetary Economics, 38:139-160.

Hansen, G. (1985). Indivisible Labor and the Business Cycle. Journal of Monetary Economics, 16:309-327.

Hendry, D., and Mizon, G. (1993). Evaluating Dynamic Econometric Models by Encompassing the VAR. In: Models, Methods and Applications of Econometrics, ed. by P.C.B. Phillips, Basil Blackwell, Oxford.

Hoover, K. (2006). The Past as the Future: The Marshallian Approach to Post-Walrasian Macro. In: Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model, ed. by D. Colander, Cambridge University Press, Cambridge, Mass.

Ingram, B., Kocherlakota, N., and Savin, N. (1994). Explaining Business Cycles: A Multiple-Shock Approach. Journal of Monetary Economics, 34:415-428.

Ireland, P. (2004). A Method for Taking Models to the Data. Journal of Economic Dynamics & Control, 28:1205-1226.

Johansen, S. (1996). Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press, Oxford.

Johansen, S. (2002). A Small Sample Correction for Tests of Hypothesis on the Cointegration Vectors. Journal of Econometrics, 111:195-221.

Johansen, S. (2006). Confronting the Economic Model with the Data. In: Post Walrasian Macroeconomics, ed. by D. Colander, Cambridge University Press, Cambridge.

Juselius, K. (2006). The Cointegrated VAR Model: Methodology and Applications. Oxford University Press, Oxford.

Kim, J. (2000). Constructing and Estimating a Realistic Optimizing Model of Monetary Policy. Journal of Monetary Economics, 45:329-359.

McGrattan, E., Rogerson, R., and Wright, R. (1979). An Equilibrium Model of the Business Cycle with Household Production and Fiscal Policy. International Economic Review, 38:267-290.

McGrattan, E. (1994). The Macroeconomic Effects of Distortionary Taxation. Journal of Monetary Economics, 33:573-601.

Nielsen, H. (2004). Cointegration Analysis in the Presence of Outliers. The Econometrics Journal, 7:249-271.

Rahbek, A., Hansen, E., and Dennis, J. (2002). ARCH Innovations and their Impact on Cointegration Rank Testing. Department of Theoretical Statistics, University of Copenhagen, Working Paper 22.