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Multivariate estimates of the permanent components of GNP and stock prices

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Author Info
Cochrane, John H.
Sbordone, Argia M.

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File URL: http://www.sciencedirect.com/science/article/B6V85-45MFRW4-F/2/2f98542529188a36547976885a5a98fa
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 12 (1988)
Issue (Month): 2-3 ()
Pages: 255-296
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Handle: RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:255-296

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  1. Julio J. Rotemberg, 1994. "Prices, Output and Hours: An Empirical Analysis Based on a Sticky Price Model," NBER Working Papers 4948, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Martin B. Schmidt, 2003. "Money and prices: evidence from the G7 countries," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1799-1809, November. [Downloadable!] (restricted)
  3. Martin B. Schmidt, 2003. "The relative adjustment of wages and prices: direct tests within a multiple-equation system," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 985-997, January. [Downloadable!] (restricted)
  4. Matthew Richardson & James H. Stock, 1990. "Drawing Inferences From Statistics Based on Multi-Year Asset Returns," NBER Working Papers 3335, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Pedro H. Albuquerque, 2005. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics 0511017, EconWPA, revised 27 Nov 2005. [Downloadable!]
  6. John H. Cochrane, 1999. "Portfolio Advice for a Multifactor World," NBER Working Papers 7170, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. John H. Cochrane, 1994. "Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods," NBER Working Papers 3427, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Javier León & Carlos Oliva, 1992. "Componente no Estacionario y la Paridad del Poder de Compra en 12 Países Latinoamericanos," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(88), pages 481-504. [Downloadable!]
  9. Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991. "A Reexamination of the Consumption Function Using Frequency Domain Regressors," Cowles Foundation Discussion Papers 997, Cowles Foundation, Yale University. [Downloadable!]
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