References for Journalarticle economics

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Number of references: 24

Alogoskoufis, G., and Smith, R. (1991). On Error Correction Models: Specification, Interpretation, Estimation. Journal of Economic Surveys, 5(1):97-128.

Bårdsen, G., Eitrheim, Ø., Jansen, E.S., and Nymoen, R. (2005). The Econometrics of Macroeconomic Modelling. Oxford University Press.

Chiang, A.C., and Wainwright, K. (2005). Fundamental Methods of Mathematical Economics. McGraw-Hill.

Dennis, J., Hansen, H., and Juselius, K. (2006). CATS in RATS. Cointegration Analysis of Time Series. Evanston, Illinois, USA: Estima, vol. Version 2.

Engle, R.F., Hendry, D., and Richard, J.-F. (1983). Exogeneity. Econometrica, 5(2):277-304.

Engle, R.F., and Granger, C.W.J. (1987). Co-integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2):251-76.

Ericsson, N.R., Hendry, D.F., and Mizon, G.E. (1998). Exogeneity, Cointegration, and Economic Policy Analysis. Journal of Business and Economic Statistics, 16(4):370-387.

Gali, J., and Gertler, M. (2000). Inflation Dynamics: A Structural Econometric Analysis. National Bureau of Economic Research, Inc, NBER Working Papers 7551.

Granger, C.W.J. (1981). Some Properties of Time Series Data and Their Use in Econometric Model Specification. Journal of Econometrics, 16(1):121-130.

Hendry, D.F. (1995). Dynamic Econometrics. Oxford University Press.

Hoover, K., Juselius, K., and Johansen, S. (2007). Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression. University of Copenhagen, Discussion paper 07-35.

Intriligator, M.D. (1983). Economic and Econometric Models. In: Handbook of Econometrics, ed. by Z. Griliches and M.D. Intriligator, vol. 1, chap. 3, pp. 181-221, Elsevier.

Johansen, S. (1991). Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data. Helsinki - Department of Economics, Papers 78.

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

Johansen, S., and Hansen, P.R. (1998). Workbook on Cointegration. Oxford University Press.

Johansen, S. (2006). Confronting the Economic Model with the Data. In: Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model, ed. by D. Colander, vol. Volume 1, chap. Chapter 15, pp. 287-300, Cambridge University Press.

Johansen, S. (2006). Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model. Oxford Bulletin of Economics and Statistics, 67(1):93-104.

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

Laroque, G., and Salanie, B. (1995). Macroeconometric Disequilibrium Models. In: Handbook of Applied Econometrics, ed. by H. Pesaran and M. Wickens, pp. 391-414, Basil Blackwell.

Møller, N.F., and Sharp, P. (2008). Malthus in Cointegration Space: A New Look at Living Standards and Population in Pre-industrial England. University of Copenhagen, Discussion Papers 08-16.

Nickell, S. (1985). Error Correction, Partial Adjustment and All That: An Expository Note. Oxford Bulletin of Economics and Statistics, 47(2):119-129.

Roberts, J.M. (1995). New Keynesian Economics and the Phillips Curve. Journal of Money, Credit and Banking, 27(4):975-984.

Samuelson, P.A. (1941). The Stability of Equilibrium: Comparative Statics and Dynamics. , 9(2):97-120.

Sørensen, P.B., and Whitta-Jacobsen, H.J. (2005). Introducing Advanced Macroeconomics: Growth and Business Cycles. McGraw-Hill.