Four tests for the random walk hypothesis : Power versus robustness
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 29 (1989)
Issue (Month): 2 ()
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- Maurer, Rainer, 1995. "Is economic growth a random walk?," Kiel Working Papers 677, Kiel Institute for the World Economy.
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- Ramchander, Sanjay & Simpson, Marc W. & Chaudhry, Mukesh K., 2005. "The influence of macroeconomic news on term and quality spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 84-102, February.
- Makrydakis, S. & Tzavalis, E. & Balfoussias, A., 1996.
"Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece,"
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- Makrydakis, Stelios & Tzavalis, Elias & Balfoussias, Athanassios, 1998. "Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece," Economic Modelling, Elsevier, vol. 16(1), pages 71-86, January.
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