References

This folder holds the following references to publications, sorted by year and author.

There are 26 references in this bibliography folder.

[1] 2

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

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.

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.

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

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

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

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).

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

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

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

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

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

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

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

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.

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

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

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

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.

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

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