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Citations for "The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors"

by Fair, Ray C

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  1. Carl E. Walsh, 1981. "Measurement Error and the Flow of Funds Accounts: Estimates of HouseholdAsset Demand Equations," NBER Working Papers 0732, National Bureau of Economic Research, Inc.
  2. Fair, Ray C, 1987. "International Evidence on the Demand for Money," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 473-80, August.
  3. Reuven Glick, 1988. "Saving-investment determinants of Japan's external balance," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 3-14.
  4. Benjamin M. Friedman, 1980. "How Important is Disaggregation in Structural Models of Interest Rate Determination?," NBER Working Papers 0294, National Bureau of Economic Research, Inc.
  5. Lovell, Michael C., 1996. "Macroeconomic implications of S,s versus accelerator finished goods inventory strategies," International Journal of Production Economics, Elsevier, vol. 45(1-3), pages 55-64, August.
  6. Abebe, Kassahun & Dahl, Dale C. & Olson, Kent D., 1989. "The Demand For Hired Farm Labor," Staff Papers 13557, University of Minnesota, Department of Applied Economics.
  7. Jesper Lindé, 2001. "Fiscal policy and interest rates in a small open economy," Finnish Economic Papers, Finnish Economic Association, vol. 14(2), pages 65-83, Autumn.
  8. Carr, Jack & Darby, Michael R., 1981. "The role of money supply shocks in the short-run demand for money," Journal of Monetary Economics, Elsevier, vol. 8(2), pages 183-199.
  9. Kalyn T. Coatney & Sherrill L. Shaffer & Dale J. Menkhaus, 2011. "Auction Prices, Market Share, and a Common Agent," CAMA Working Papers 2011-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Sloan, Frank A. & Smith, V. Kerry & Taylor, Donald Jr., 2002. "Information, addiction, and 'bad choices': lessons from a century of cigarettes," Economics Letters, Elsevier, vol. 77(2), pages 147-155, October.
  11. François Facchini & Mickaël Melki, 2013. "Political Ideology and Economic Growth: Evidence from the French Democracy," Documents de travail du Centre d'Economie de la Sorbonne 13077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  12. Benjamin M. Friedman, 1984. "The Value of Intermediate Targets in Implementing Monetary Policy," NBER Working Papers 1487, National Bureau of Economic Research, Inc.
  13. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation for Research in Economics, Yale University.
  14. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
  15. Fauvel, Yvon, 1986. "L’incidence des régimes publics de pensions sur la consommation : une extension du modèle de Feldstein et une évaluation empirique pour le Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(2), pages 210-235, juin.
  16. Joseph Bisignano & Kevin Hoover, 1982. "Some suggested improvements to a simple portfolio balance model of exchange rate determination with special reference to the U. S. dollar/Canadian dollar rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 118(1), pages 19-38, March.
  17. Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley.
  18. Joachim Zietz & Bichaka Fayissa, 1992. "R & D expenditures and import competition: Some evidence for the U.S," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(1), pages 52-66, March.
  19. Joseph Bisignano & Kevin D. Hoover, 1982. "Monetary and fiscal impacts on exchange rates," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 19-36.
  20. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
  21. Phoebus J. Dhrymes, 1971. "Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors," UCLA Economics Working Papers 008, UCLA Department of Economics.
  22. Abebe, Kassahun & Dahl, Dale C. & Olson, Kent D., 1990. "How Good Are Input Demand Models Used In Previous Studies Now?," Staff Papers 13587, University of Minnesota, Department of Applied Economics.
  23. Michael J. Seiler & Arjun Chatrath & James R. Webb, 2001. "Real Asset Ownership and the Risk and Return to Stockholders," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 199-212.
  24. Juan Foxley, 1986. "Determinantes Económicos del Ahorro Nacional: Chile 1963-1983," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 119-128.
  25. Filip Abraham & Ellen Brock, 2003. "Sectoral employment effects of trade and productivity in Europe," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 223-238.
  26. Arbues, Fernando & Garcia-Valinas, Maria Angeles & Martinez-Espineira, Roberto, 2003. "Estimation of residential water demand: a state-of-the-art review," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 32(1), pages 81-102, March.
  27. Farhad Rassekh, 1993. "International trade and the relative dispersion of industrial wages and production techniques in 14 OECD countries, 1970–1985," Open Economies Review, Springer, vol. 4(3), pages 325-344, September.
  28. Thomas C. Glaessner, 1982. "The modern theory of forward foreign exchange: some new consistent estimates under rational expectations," International Finance Discussion Papers 206, Board of Governors of the Federal Reserve System (U.S.).
  29. Dean Croushore & Tom Stark, 1996. "Evaluating McCallum's rule when monetary policy matters," Working Papers 96-3, Federal Reserve Bank of Philadelphia.
  30. Mordecai Kurz, 1979. "A Strategic Theory of Inflation," NBER Working Papers 0379, National Bureau of Economic Research, Inc.
  31. Hillberry, Russell & Hummels, David, 2013. "Trade Elasticity Parameters for a Computable General Equilibrium Model," Handbook of Computable General Equilibrium Modeling, Elsevier.
  32. Poterba, James M. & Summers, Lawrence H., 1983. "Dividend taxes, corporate investment, and `Q'," Journal of Public Economics, Elsevier, vol. 22(2), pages 135-167, November.
  33. Langlois, Catherine C., 1997. "For Profit or for Market Share? The Pricing Strategy of Japanese Automakers on the U.S. Market," Journal of the Japanese and International Economies, Elsevier, vol. 11(1), pages 55-81, March.
  34. D.A. Wilton, 1972. "An Econometric Evaluation of the Effects of the Canada-United States Automobile Agreement of the Canadian Automotive Manufacturing Industry," Working Papers 42, Queen's University, Department of Economics.
  35. Ray C. Fair, 2010. "Estimated Macroeconomic Effects of the U.S. Stimulus Bill," Cowles Foundation Discussion Papers 1756, Cowles Foundation for Research in Economics, Yale University.
  36. Aurelio Mattei, 1981. "Un modèle économétrique pour le Canton du Valais," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 117(IV), pages 605-616, December.
  37. Palley, Thomas I., 1995. "The demand for money and non-GDP transactions," Economics Letters, Elsevier, vol. 48(2), pages 145-154, May.
  38. Paolo Sckokai & Claudio Soregaroli, 2008. "Impact of private label development across retail formats: Evidences from the Italian dairy market," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 87(2), pages 27-47.
  39. Jochen Hartwig, 2013. "Ist Lohnzurückhaltung gut oder schlecht für das Schweizer Wirtschaftswachstum?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(2), pages 33-45, June.
  40. Blackley, Dixie M. & Follain, James R., 1996. "In search of empirical evidence that links rent and user cost," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 409-431, June.
  41. Clinton Shiells, 1989. "Competition and complementarity between U.S. imports from developed and newly industrializing countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(1), pages 114-128, March.