Present value models with feedback : Solutions, stability, bubbles, and some empirical evidence
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 18 (1994)
Issue (Month): 6 (November)
Pages: 1093-1119
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Web page: http://www.elsevier.com/locate/jedc
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Fanelli, Luca, 2007.
"Present Value Relations, Granger Noncausality, And Var Stability,"
Econometric Theory,
Cambridge University Press, vol. 23(06), pages 1254-1260, December.
- Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany.
- Boyan Jovanovic, 2007.
"Bubbles in Prices of Exhaustible Resources,"
NBER Working Papers
13320, National Bureau of Economic Research, Inc.
- Boyan Jovanovic, 2007. "Bubbles in Prices of Exhaustible Resources," Levine's Working Paper Archive 122247000000001414, David K. Levine.
- Jovanovic, Boyan, 2008. "Bubbles In Prices Of Exhaustible Resources," Working Papers 45830, American Association of Wine Economists.
- Parke, William R. & Waters, George A., 2007. "An evolutionary game theory explanation of ARCH effects," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2234-2262, July.
- Fanelli, Luca, 2006. "Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 445-456, March.
- Fanelli, Luca, 2002. "A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 117-139, January.
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