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

There are 12 references in this bibliography folder.

Chen, P, Frohn, J, Blüschke, D, Klocke, A, Schneider, E, Walter, H, and Zeng, J (2008).
Entwicklung und Implementierung einer angemessenen ökonomischen Methodik für die Spezifikation und Schätzung großer simultaner struktureller makroökonomischer Modelle
Department of Economics, Discussion Paper(573), Bielefeld University.

Garratt, A, K. Lee, MP, and Shin, Y (2004).
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy
ESE, Discussion Papers(64), Edinburgh School of Economics, University of Edinburgh.

Garratt, A, Lee, K, Pesaran, M, and Shin, Y (2003).
A Long-Run Structural Macroeconometric Model of the UK
The Economic Journal, 113:412-455.

Garratt, A, Lee, K, Pesaran, M, and Shin, Y (2000).
A Structural Cointegrating VAR Approach to Macroeconometric Modelling
In: Modelling, in Econometric Modelling: Techniques and Applications, ed. by S. Holly and M. Weale, Cambridge University Press, Cambridge.

Crowder, W, Hoffman, D, and Rasche, R (1999).
Identification, Long-Run Relations, and Fundamental Innovations in a Simple Cointegrated System
Review of Economics and Statistics, 81:109-121.

MacKinnon, J (1996).
Numerical Distribution Functions for Unit Root and Cointegration Tests
Journal of Applied Econometrics, 11(6):601-619.

Gali, J (1992).
How Well Does The IS-LM Model Fit Postwar U.S. Data?
Quarterly Journal of Economics, 107:709-738.

King, R, Plosser, C, Stock, J, and Watson, M (1991).
Stochastic Trends and Economic Fluctuations
American Economic Review, 81:819-840.

Mellander, E, Vredin, A, and Warne, A (1991).
Stochastic Trends and Economic Fluctuations in a Small Open Economy
Journal of Applied Econometrics, 7:369-394.

Engle, R, Hendry, D, and Richard, J (1983).
Econometrica, 51:277-304.

No names specified ().

PhD thesis.

No names specified ().