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A generalized variance bounds test with an application to the Holt et al. inventory model

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  • Kollintzas, Tryphon
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    File URL: http://www.sciencedirect.com/science/article/B6V85-3YB56MM-1S/2/26197420bffe9e37e6cbd9000d9257b2
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 19 (1995)
    Issue (Month): 1-2 ()
    Pages: 59-89

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    Handle: RePEc:eee:dyncon:v:19:y:1995:i:1-2:p:59-89

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    Web page: http://www.elsevier.com/locate/jedc

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    References

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    1. Kollintzas, Tryphon, 1985. "The Symmetric Linear Rational Expectations Model," Econometrica, Econometric Society, vol. 53(4), pages 963-76, July.
    2. Dimelis, Sophia P., 1992. "A test of the linear rational expectations equilibrium inventory model in the EEC," International Journal of Production Economics, Elsevier, vol. 26(1-3), pages 25-32, February.
    3. Kahn, J.A., 1990. "The Seasonal And Cyclical Behavior Of Inventories," RCER Working Papers 223, University of Rochester - Center for Economic Research (RCER).
    4. Eichenbaum, Martin S & Hansen, Lars Peter & Singleton, Kenneth J, 1988. "A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty," The Quarterly Journal of Economics, MIT Press, vol. 103(1), pages 51-78, February.
    5. Alan S. Blinder, 1984. "Can The Production Smoothing Model of Inventory Behavior be Saved?," NBER Working Papers 1257, National Bureau of Economic Research, Inc.
    6. Kenneth D. West, 1985. "A Variance Bounds Test of the Linear Quardractic Inventory Model," NBER Working Papers 1581, National Bureau of Economic Research, Inc.
    7. Krane, Spencer D & Braun, Stephen N, 1991. "Production Smoothing Evidence from Physical-Product Data," Journal of Political Economy, University of Chicago Press, vol. 99(3), pages 558-81, June.
    8. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
    9. Martin S. Eichenbaum, 1988. "Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment," NBER Working Papers 2523, National Bureau of Economic Research, Inc.
    10. Eichenbaum, Martin S., 1984. "Rational expectations and the smoothing properties of inventories of finished goods," Journal of Monetary Economics, Elsevier, vol. 14(1), pages 71-96, July.
    11. Kenneth D. West, 1989. "The Sources of Fluctuations in Aggregate Inventories and GNP," NBER Working Papers 2992, National Bureau of Economic Research, Inc.
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    Cited by:
    1. Louis J. Maccini & Bartholomew J. Moore & Huntley Schaller, 2004. "The Interest Rate, Learning, and Inventory Investment," American Economic Review, American Economic Association, vol. 94(5), pages 1303-1327, December.
    2. Galeotti, Marzio & Maccini, Louis J. & Schiantarelli, Fabio, 2005. "Inventories, employment and hours," Journal of Monetary Economics, Elsevier, vol. 52(3), pages 575-600, April.
    3. Brad R. Humphreys & Louis J. Maccini & Scott Schuh, 1997. "Input and output inventories," Working Papers 97-7, Federal Reserve Bank of Boston.
    4. Donald S. Allen, 1999. "Seasonal production smoothing," Working Papers 1999-004, Federal Reserve Bank of St. Louis.

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