References for Journalarticle economics

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Number of references: 10

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.

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

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

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

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.

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

Garratt, A., K. Lee, M.H., 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.

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

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

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.