References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 37

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

Colander, D. (2008). The Economy as an Evolving Complex System III: Current Perspectives and Future Directions. Economica, 75:191-202.

Colander, D. (2009). Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics. Economics: The Open-Access, Open-Assessment E-Journal, 3(2009-9).

Colander, D., Föllmer, H., Haas, H., Goldberg, M., Juselius, K., Kirman, A., Lux, T., and Sloth, B. (2009). The Financial Crisis and the Systemic Failure of Academic Economics. Department of Economics, University of Copenhagen, Discussion Paper.

Dennis, J., Johansen, S., and Juselius, K. (2005). CATS for RATS: Manual to Cointegration Analysis of Time Series. Estima, Illinois.

Dolado, J. (2008). Does Immigration Aspect the Phillips curve? Some Evidence for Spain. European Economic Review, 52(8):1398-1423.

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Fanelli, L. (2008). Evaluating the New Keynesian Phillips Curve under VAR-based Learning. Economics: The Open-Access, Open-Assessment E-Journal, 2(2008-33).

Framroze_Møller, N. (2008). Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model. Economics: The Open-Access, Open-Assessment E-Journal, 2(2008-36).

Frydman, R., and Goldberg, M.D. (2007). The Dollar-Euro Exchange Rate and the Limits of Knowledge. Center on Capitalism and Society, Columbia University, Working Paper 22, Columbia University.

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Hoover, K., Johansen, S., and Juselius, K. (2008). Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression. American Economic Review, 98:251-255.

Johansen, S., and Juselius, K. (1994). Identification of the Long-Run and the Short-Run Structure: an Application to the ISLM Model. Journal of Econometrics, 63:7-36.

Johansen, S. (2006). Confronting the Economic Model with the Data. In: Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model, ed. by Colander, D., Cambridge University Press.

Johansen, S., Juselius, K., Frydman, R., and Goldberg, M.D. (2008). Testing Hypotheses in an 1(2) Model with Applications to the Persistent Long Swings in the Dmk/USD Rate. Department of Economics, University of Copenhagen., Discussion Paper.

Juselius, K. (1994). Domestic and Foreign Effects on Prices in an Open Economy. The Case of Denmark. Journal of Economic Policy Modelling, 14:401-428.

Juselius, K., and Toro, J. (2005). Monetary Transmission Mechanisms in Spain: The Effect of Monetization, Financial Deregulation, and the EMS. Journal of International Money and Finance, 24:509-531.

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

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Juselius, K., and McDonald, R. (2007). International Parity Conditions: A Joint Modelling Approach. In: International Macro-economics: Recent Developments, ed. by A. M.-Zumaros, Nova Science Publishers.

Juselius, M. (2008). Testing the New Keynesian Model on U.S. and Euro Area Data. Economics: The Open-Access, Open-Assessment E-Journal, 2(2008-24).

Juselius, K. (2009). The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely. In: Handbook of Empirical Econometrics, ed. by K. Patterson and T. C. Mills, chap. 8, pp. 367-384, Macmillan.

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Spanos, Aris (2009). The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling. Economics: The Open-Access, Open-Assessment E-Journal, 3(2009-10).

Stiglitz, J. (2003). Globalization and Its Discontent. Norton paperbacks, New York.