Estimation of linear rational expectations models, in the presence of deterministic terms
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 24 (1989)
Issue (Month): 3 (November)
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Web page: http://www.elsevier.com/locate/inca/505566
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- Hamilton, James D., 2002. "On the interpretation of cointegration in the linear-quadratic inventory model," Journal of Economic Dynamics and Control, Elsevier, vol. 26(12), pages 2037-2049, October.
- Hyeongwoo Kim & Masao Ogaki, 2011.
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- Masao Ogaki & Hyeongwoo Kim, 2009. "Purchasing Power Parity and the Taylor Rule," Working Papers 09-03, Ohio State University, Department of Economics.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013. "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Søren Johansen & Anders Rygh Swensen, 2003. "More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms," Discussion Papers 348, Research Department of Statistics Norway.
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