References

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

There are 27 references in this bibliography folder.

Møller, N 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).

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).

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

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

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.

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

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

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

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

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

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

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

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

Hendry, D (1995).
Dynamic Econometrics
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.

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

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

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

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

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

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

Intriligator, M (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.

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

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

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