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A continuous time, general equilibrium, inventory-sales model

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  • Lawrence J. Christiano
  • Martin S. Eichenbaum

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  • Lawrence J. Christiano & Martin S. Eichenbaum, 1986. "A continuous time, general equilibrium, inventory-sales model," Working Papers 304, Federal Reserve Bank of Minneapolis.
    • Handle: RePEc:fip:fedmwp:304
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    References listed on IDEAS

    as
    1. Blanchard, Olivier J, 1983. "The Production and Inventory Behavior of the American Automobile Industry," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 365-400, June.
    2. Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-694, May.
    3. Alan S. Blinder, 1986. "Can the Production Smoothing Model of Inventory Behavior be Saved?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(3), pages 431-453.
    4. 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.
    5. Harvey, A. C. & Stock, James H., 1985. "The Estimation of Higher-Order Continuous Time Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 1(1), pages 97-117, April.
    6. Thane Gustafson & Anthony Glees & Daniel Nelson & Peter Vanneman & Alec Nove & Roger Clarke & David Heer & Michael Rowe & John Dunstan & M. Dewhirst & R. W. Davies & Paul Dukes & Jan Dellenbrant & Mau, 1983. "Reviews," Europe-Asia Studies, Taylor & Francis Journals, vol. 35(2), pages 249-270.
    7. Bergstrom, Albert Rex, 1983. "Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models," Econometrica, Econometric Society, vol. 51(1), pages 117-152, January.
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    Cited by:

    1. Christiano, Lawrence J. & Eichenbaum, Martin, 1987. "Temporal aggregation and structural inference in macroeconomics," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 26(1), pages 63-130, January.

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