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Multiple optima and asymptotic approximations in the partial adjustment model

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  • McManus, Douglas A.
  • Nankervis, John C.
  • Savin, N. E.

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  • McManus, Douglas A. & Nankervis, John C. & Savin, N. E., 1994. "Multiple optima and asymptotic approximations in the partial adjustment model," Journal of Econometrics, Elsevier, vol. 62(2), pages 91-128, June.
    • Handle: RePEc:eee:econom:v:62:y:1994:i:2:p:91-128
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    Cited by:

    1. Jean-Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.
    2. Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," Working Papers halshs-01549908, HAL.
    3. Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO.
    4. Neil Kellard & Denise Osborn & Jerry Coakley & Nathan E. (Gene) Savin, 2015. "Papers with John," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 663-671, September.
    5. Rudebusch, Glenn D., 2002. "Term structure evidence on interest rate smoothing and monetary policy inertia," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1161-1187, September.
    6. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
    7. Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010. "Inflation Target Shocks and Monetary Policy Inertia in the Euro Area," Economic Journal, Royal Economic Society, vol. 120(547), pages 1100-1124, September.
    8. Glenn D. Rudebusch, 2006. "Monetary Policy Inertia: Fact or Fiction?," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
    9. Ramey, Valerie A. & West, Kenneth D., 1999. "Inventories," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 13, pages 863-923, Elsevier.
    10. Marcus Chambers, 1996. "Speed of adjustment and estimation of the partial adjustment model," Applied Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 21-23.
    11. Jean‐Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(4), pages 767-808, November.
    12. Julio Carrillo & Patrick Fève & Julien Matheron, 2007. "Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 1-38, June.
    13. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
    14. Jahar Bhowmik & Maxwell King, 2007. "Maximal invariant likelihood based testing of semi-linear models," Statistical Papers, Springer, vol. 48(3), pages 357-383, September.
    15. Feve, Patrick & Matheron, Julien & Poilly, Celine, 2007. "Monetary policy dynamics in the Euro area," Economics Letters, Elsevier, vol. 96(1), pages 97-102, July.
    16. Troy Davig & Jeffrey R. Gerlach, 2006. "State-Dependent Stock Market Reactions to Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
    17. repec:dau:papers:123456789/12493 is not listed on IDEAS

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