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Citations of
Marcus J. Chambers

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Chambers, M.J. & McCrorie, J.R., 2004. "Identification and estimation of exchange rate models with unobservable fundamentals," Discussion Paper 38, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. McCrorie, J.R. & Chambers, M.J., 2004. "Granger causality and the sampling of economic processes," Discussion Paper 39, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  2. McCrorie, J.R. & Chambers, M.J., 2004. "Granger causality and the sampling of economic processes," Discussion Paper 39, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. Enrique Sentana & Antonio Diez de los Rios, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," Working Papers wp2007_0714, CEMFI. [Downloadable!]
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    2. Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008. "Granger-Causality in the presence of structural breaks," Economics Bulletin, Economics Bulletin, vol. 3(61), pages 1-14. [Downloadable!]
    3. Chambers, M.J. & McCrorie, J.R., 2004. "Identification and estimation of exchange rate models with unobservable fundamentals," Discussion Paper 38, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    4. Arie ten Cate, 2004. "Refinement of the partial adjustment model using continuous-time econometrics," CPB Discussion Papers 41, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]

  3. Marcus J. Chambers, 2001. "Testing for Unit Roots with Flow Data and Varying Sampling Frequency," Economics Discussion Papers 529, University of Essex, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Wang, Dabin & Tomek, William G., 2004. "Commodity Prices And Unit Root Tests," 2004 Annual meeting, August 1-4, Denver, CO 20141, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  4. Marcus J. Chambers, . "The Estimation of Systems of Joint Differential-Difference Equations," Economics Discussion Papers 444, University of Essex, Department of Economics.
    Published as:

    Cited by:

    1. Chambers, M.J. & McCrorie, J.R., 2004. "Frequency domain gaussian estimation of temporally aggregated cointegrated systems," Discussion Paper 40, Tilburg University, Center for Economic Research. [Downloadable!]

  5. Roy Bailey and Marcus Chambers, . "A Theory of Commodity Price Fluctuations," Economics Discussion Papers 432, University of Essex, Department of Economics.
    Published as:

    Cited by:

    1. Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Microeconomics 0211013, EconWPA. [Downloadable!]
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    2. Carter, Colin A. & Revoredo, Cesar L., 2000. "The Interaction of Working and Speculative Commodity Stocks," 2000 Annual meeting, July 30-August 2, Tampa, FL 21820, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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    3. Cesar Revoredo, 2000. "On The Solution Of The Dynamic Rational Expectations Commodity Storage Model In The Presence Of Stockholding By Speculators And Processors," Computing in Economics and Finance 2000 42, Society for Computational Economics. [Downloadable!]
    4. Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia, Finanza e Statistica. [Downloadable!]
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    5. Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management In Agricultural Markets: A Survey," 2000 Producer marketing and Risk Management Conference, January 13-14, Orlando, FL 19580, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies. [Downloadable!]
    7. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Lence, Sergio H. & Hayes, Dermot J., 2000. "U.S. Farm Policy and the Volatility of Commodity Prices and Farm Revenue," Staff General Research Papers 1779, Iowa State University, Department of Economics. [Downloadable!]
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    9. Tomek, William G., 2000. "Commodity Prices Revisited," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 29(2), October. [Downloadable!]
    10. Martínez de Albeniz, Victor & Vendrell, Josep M., 2008. "A capacitated commodity trading model with market power," IESE Research Papers D/728, IESE Business School. [Downloadable!]
    11. Xue-Zhong He & Frank H. Westerhoff, 2004. "Commodity Markets, Price Limiters and Speculative Price Dynamics," Research Paper Series 136, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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    12. Sergio H. Lence & Dermot J. Hayes, 2000. "U.S. Farm Policy and the Variability of Commodity Prices and Farm Revenues," Center for Agricultural and Rural Development (CARD) Publications 00-wp239, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
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    13. Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance. [Downloadable!]
    14. D.J. WU & Paul R. Kleindorfer & Jin E. Zhang, 1999. "Optimal Bidding and Contracting Strategies in Supply Chains for Non-storable Goods," Finance Working Papers 223, East Asian Bureau of Economic Research. [Downloadable!]
    15. Adda, Jérôme & Eaton, Jonathan, 1998. "Borrowing with unobserved liquidity constraints structural estimation with an application to sovereign debt," CEPREMAP Working Papers (Couverture Orange) 9806, CEPREMAP. [Downloadable!]
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    16. Jin, Hyun J. & Frechette, Darren L., 2002. "Fractal Geometry In Agricultural Cash Price Dynamics," 2002 Annual meeting, July 28-31, Long Beach, CA 19696, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    17. Creti, Anna & Villeneuve, Bertrand, 2008. "Equilibrium Storage in a Markov Economy," MPRA Paper 11944, University Library of Munich, Germany. [Downloadable!]
    18. Hyun J. Jin & Darren L. Frechette, 2004. "A new t -test for the R/S analysis and long memory in agricultural commodity prices," Applied Economics Letters, Taylor and Francis Journals, vol. 11(11), pages 661-667, September. [Downloadable!] (restricted)
    19. Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics. [Downloadable!]
    20. Shafiqur Rahman & M. Shahid Ebrahim, 2005. "The Futures Pricing Puzzle," Computing in Economics and Finance 2005 35, Society for Computational Economics. [Downloadable!]
    21. Frode Brevik & Axel Kind, 2004. "What is going on in the oil market?," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 442-457, December. [Downloadable!] (restricted)
    22. Melisso Boschi & Luca Pieroni, 2008. "Aluminium market and the macroeconomy," Quaderni del Dipartimento di Economia, Finanza e Statistica 42/2008, Università di Perugia, Dipartimento Economia, Finanza e Statistica. [Downloadable!]
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    23. John Stachurski, 2008. "Continuous State Dynamic Programming via Nonexpansive Approximation," Computational Economics, Springer, vol. 31(2), pages 141-160, March. [Downloadable!] (restricted)
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    24. Severin Borenstein & Meghan Busse & Ryan Kellogg, 2007. "Principal-agent Incentives, Excess Caution, and Market Inefficiency: Evidence From Utility Regulation," NBER Working Papers 13679, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    25. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    26. Clare Kelly & Gauthier Lanot, 2003. "Analytical Results for a Model of Periodic Consumption," Keele Economics Research Papers KERP 2003/01, Centre for Economic Research, Keele University. [Downloadable!]
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    27. Lence, Sergio H., 2002. "Do Futures Benefit Farmers Who Adopt Them?," 2002 Annual meeting, July 28-31, Long Beach, CA 19768, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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    28. Lence, Sergio H., 2008. "Do Futures Benefit Farmers?," Staff General Research Papers 12919, Iowa State University, Department of Economics.
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    29. John T. Cuddington & Rodney Ludema & Shamila A Jayasuriya, 2002. "Prebisch-Singer Redux," Working Papers Central Bank of Chile 140, Central Bank of Chile. [Downloadable!]
    30. Serena Ng & Francisco Ruge-Murcia, 1997. "Explaining the Persistence of Commodity Prices," Boston College Working Papers in Economics 374, Boston College Department of Economics. [Downloadable!]
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  6. Marcus J. Chambers, . "Long Memory and Aggregation in Macroeconomic Time Series," Economics Discussion Papers 437, University of Essex, Department of Economics.
    Published as:

    Cited by:

    1. Taner Yigit, 2007. "Inflation Targeting : An Indirect Approach to Assess the Direct Impact," Departmental Working Papers 0706, Bilkent University, Department of Economics. [Downloadable!]
    2. Christian Fischer & Luis Alberiko Gil-Alana, 2005. "The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine," Faculty Working Papers 15/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    3. Kuswanto, Heri, 2009. "A New Simple Test Against Spurious Long Memory Using Temporal Aggregation," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-425, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    4. David Peel & David Byers & Dennis Thomas, 2005. "Habit, aggregation and long memory: evidence from television audience data," Working Papers 002500, Lancaster University Management School, Economics Department. [Downloadable!]
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    5. Gianluca, MORETTI & Giulio, NICOLETTI, 2008. "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques) 2008037, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    6. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    7. Souza, Leonardo Rocha, 2003. "A note on Chambers's "long memory and aggregation in macroeconomic time series"," Economics Working Papers (Ensaios Economicos da EPGE) 503, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    8. Luis Gil-Alana, 2003. "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(2), pages 159-173, June. [Downloadable!] (restricted)
    9. Yue Fang, 2000. "When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data," Econometric Society World Congress 2000 Contributed Papers 0843, Econometric Society. [Downloadable!]
    10. Katsumi Shimotsu, 2006. "Simple (but effective) tests of long memory versus structural breaks," Working Papers 1101, Queen's University, Department of Economics. [Downloadable!]
    11. Souza, Leonardo Rocha, 2003. "The Aliasing Effect, the Fejer Kernel and Temporally Aggregated Long Memory Processes," Economics Working Papers (Ensaios Economicos da EPGE) 470, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    12. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers 01/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    13. Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    14. Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
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    15. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    16. Luis A. Gil-Alana & Pedro Mendi, 2005. "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor and Francis Journals, vol. 37(12), pages 1369-1383, July. [Downloadable!] (restricted)
    17. Souza, Leonardo Rocha & Smith, Jeremy & Souza, Reinaldo Castro de, 2003. "Convex Combinations of Long Memory Estimates from Different Sampling Rates," Economics Working Papers (Ensaios Economicos da EPGE) 489, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    18. Souza, Leonardo Rocha, 2003. "Temporal Aggregation and Bandwidth Selection in Estimating Long Memory," Economics Working Papers (Ensaios Economicos da EPGE) 478, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    19. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Department of Economics, University of Glasgow. [Downloadable!]
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    20. L. A. Gil-Alana, 2003. "A fractional integration analysis of the population in some OECD countries," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(10), pages 1147-1159, December. [Downloadable!] (restricted)
    21. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    22. Afonso Gonçalves da Silva & Peter M Robinson, 2006. "Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory," STICERD - Econometrics Paper Series /2006/501, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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    23. Taner Yigit, 2002. "Effects of Moments on Aggregation and Long Memory in Inflation," Departmental Working Papers 0210, Bilkent University, Department of Economics. [Downloadable!]
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    24. Luis A. Gil-Alana, 2004. "Testing of I(d) processes in the real output," Economics Bulletin, Economics Bulletin, vol. 3(32), pages 1-6. [Downloadable!]
    25. Mark J. Jensen, 2006. "The long-run Fisher effect: can it be tested?," Working Paper 2006-11, Federal Reserve Bank of Atlanta. [Downloadable!]
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    26. Carlos Pestana Barros & Luis Gil-Alana, 2006. "Eta: A Persistent Phenomenon," Defence and Peace Economics, Taylor and Francis Journals, vol. 17(2), pages 95-116, April. [Downloadable!] (restricted)
    27. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    28. Patrick Lünnemann & Thomas Y. Mathä, 2004. "Inflation persistence in Luxembourg: a comparison with EU15 countries at the disaggregate level," BCL working papers 12, Central Bank of Luxembourg. [Downloadable!]
    29. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies. [Downloadable!]
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    30. Dominique Guegan, 2003. "A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates," Post-Print halshs-00201314_v1, HAL. [Downloadable!]
    31. Karim Abadir & Gabriel Talmain, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank. [Downloadable!]
    32. Guglielmo Caporale & Luis Gil-Alana, 2003. "Long memory and structural breaks in hyperinflation countries," Journal of Economics and Finance, Springer, vol. 27(2), pages 136-152, June. [Downloadable!] (restricted)

  7. Marcus J. Chambers and K. Ben Nowman, . "Forecasting with the Almost Ideal Demand System," Economics Discussion Papers 426, University of Essex, Department of Economics.

    Cited by:

    1. Burak Saltoğlu, 2003. "Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates," Applied Financial Economics, Taylor and Francis Journals, vol. 13(3), pages 169-176, January. [Downloadable!] (restricted)

Articles

  1. McCrorie, J. Roderick & Chambers, Marcus J., 2006. "Granger causality and the sampling of economic processes," Journal of Econometrics, Elsevier, vol. 132(2), pages 311-336, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Ercolani, Joanne S. & Chambers, Marcus J., 2006. "Estimation Of Differential-Difference Equation Systems With Unknown Lag Parameters," Econometric Theory, Cambridge University Press, vol. 22(03), pages 483-498, June. [Downloadable!]

    Cited by:

    1. Joanne S. Ercolani, 2007. "Cyclical Trends in Continuous Time Models," Discussion Papers 07-13, Department of Economics, University of Birmingham. [Downloadable!]

  3. Marcus J. Chambers & J. Roderick McCrorie, 2006. "Identification And Estimation Of Exchange Rate Models With Unobservable Fundamentals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(2), pages 573-582, 05. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Chambers, Marcus J., 2005. "The purchasing power parity puzzle, temporal aggregation, and half-life estimation," Economics Letters, Elsevier, vol. 86(2), pages 193-198, February. [Downloadable!] (restricted)

    Cited by:

    1. Kenneth W Clements & Yihui Lan & John Roberts, 2007. "Exchange-Rate Economics for the Resources Sector," Economics Discussion / Working Papers 07-13, The University of Western Australia, Department of Economics. [Downloadable!]

  5. Chambers, Marcus J., 2004. "Testing for unit roots with flow data and varying sampling frequency," Journal of Econometrics, Elsevier, vol. 119(1), pages 1-18, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Chambers, Marcus J., 2003. "The Asymptotic Efficiency Of Cointegration Estimators Under Temporal Aggregation," Econometric Theory, Cambridge University Press, vol. 19(01), pages 49-77, February. [Downloadable!]

    Cited by:

    1. Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
    2. Enrique Sentana & Antonio Diez de los Rios, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," Working Papers wp2007_0714, CEMFI. [Downloadable!]
      Other versions:
    3. Chambers, M.J. & McCrorie, J.R., 2004. "Frequency domain gaussian estimation of temporally aggregated cointegrated systems," Discussion Paper 40, Tilburg University, Center for Economic Research. [Downloadable!]

  7. Chambers, Marcus J. & McGarry, Joanne S., 2002. "Modeling Cyclical Behavior With Differential-Difference Equations In An Unobserved Components Framework," Econometric Theory, Cambridge University Press, vol. 18(02), pages 387-419, April. [Downloadable!]

    Cited by:

    1. Joanne S. Ercolani, 2007. "Cyclical Trends in Continuous Time Models," Discussion Papers 07-13, Department of Economics, University of Birmingham. [Downloadable!]
    2. Tucker S. McElroy & Thomas M. Trimbur, 2007. "Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering," Finance and Economics Discussion Series 2007-68, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  8. Chambers, Marcus J., 2001. "Temporal Aggregation And The Finite Sample Performance Of Spectral Regression Estimators In Cointegrated Systems," Econometric Theory, Cambridge University Press, vol. 17(03), pages 591-607, June. [Downloadable!]

    Cited by:

    1. Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]

  9. Chambers, Marcus J., 1999. "Discrete time representation of stationary and non-stationary continuous time systems," Journal of Economic Dynamics and Control, Elsevier, vol. 23(4), pages 619-639, February. [Downloadable!] (restricted)

    Cited by:

    1. Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
    2. Arie ten Cate, 2004. "Refinement of the partial adjustment model using continuous-time econometrics," CPB Discussion Papers 41, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    3. J. McCrorie, 2002. "The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model," Statistical Inference for Stochastic Processes, Springer, vol. 5(3), pages 273-286, October. [Downloadable!] (restricted)

  10. Chambers, Marcus J, 1998. "Long Memory and Aggregation in Macroeconomic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1053-72, November.
    Other versions:

    See citations under working paper version above.

  11. Chambers, Marcus J., 1998. "The estimation of systems of joint differential-difference equations," Journal of Econometrics, Elsevier, vol. 85(1), pages 1-31, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. Roy E. Bailey & Marcus J. Chambers, 1998. "The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England," Journal of Population Economics, Springer, vol. 11(3), pages 413-434. [Downloadable!] (restricted)

    Cited by:

    1. George Hondroyiannis, 2009. "Fertility Determinants and Economic Uncertainty:An Assessment Using European Panel Data," Working Papers 96, Bank of Greece. [Downloadable!]
    2. Francisco Climent Diranzo & Robert Meneu Gaya, . "Relaciones de equilibrio entre demografía y crecimiento económico en España," Studies on the Spanish Economy 163, FEDEA. [Downloadable!]

  13. Chambers, Marcus J & Nowman, K Ben, 1997. "Forecasting with the Almost Ideal Demand System: Evidence from Some Alternative Dynamic Specifications," Applied Economics, Taylor and Francis Journals, vol. 29(7), pages 935-43, July. [Downloadable!] (restricted)

    Cited by:

    1. Chang, Hui-Shung Christie & Bettington, Nicholas, 2001. "Demand for Wine in Australia: Systems Versus Single Equation Approach," Working Papers 12923, University of New England, School of Economics. [Downloadable!]
    2. Chang, Hui-Shung Christie, 2000. "An econometric analysis of the competitive position of Australian cotton in the Japanese market," Working Papers 12940, University of New England, School of Economics. [Downloadable!]
    3. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 49-87. [Downloadable!] (restricted)
      Other versions:
    4. J. M. Gil & B. Dhehibi & M. Ben Kaabia & A. M. Angulo, 2004. "Non-stationarity and the import demand for virgin olive oil in the European Union," Applied Economics, Taylor and Francis Journals, vol. 36(16), pages 1859-1869, September. [Downloadable!] (restricted)
    5. Tonsor, Glynn T. & Marsh, Thomas L., 2005. "Comparing Heterogeneous Consumption in US and Japanese Meat and Fish Demand," 2005 Annual meeting, July 24-27, Providence, RI 19567, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  14. Chambers, Marcus J & Bailey, Roy E, 1996. "A Theory of Commodity Price Fluctuations," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 924-57, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  15. Chambers, Marcus J, 1993. "Consumers' Demand in the Long Run: Some Evidence from UK Data," Applied Economics, Taylor and Francis Journals, vol. 25(6), pages 727-33, June.

    Cited by:

    1. Asche, Frank & Guttormsen, Atle G. & Kristofersson, Dadi & Roheim, Cathy, 2005. "Import Demand Estimation and the Generalized Composite Commodity Theorem," 2005 Annual meeting, July 24-27, Providence, RI 19432, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  16. Chambers, Marcus J., 1991. "Discrete Models for Estimating General Linear Continuous Time Systems," Econometric Theory, Cambridge University Press, vol. 7(04), pages 531-542, December. [Downloadable!]

    Cited by:

    1. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003. "There is a Risk-Return Tradeoff After All," University of California at Los Angeles, Anderson Graduate School of Management 1155, Anderson Graduate School of Management, UCLA. [Downloadable!]
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    2. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO. [Downloadable!]

  17. Chambers, Marcus J., 1990. "Forecasting with demand systems : A comparative study," Journal of Econometrics, Elsevier, vol. 44(3), pages 363-376, June. [Downloadable!] (restricted)

    Cited by:

    1. Toshinobu Matsuda, 2006. "Linear approximations to the quadratic almost ideal demand system," Empirical Economics, Springer, vol. 31(3), pages 663-675, September. [Downloadable!] (restricted)

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