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Reorientation of the Time‐series Analyses for Macroeconomics

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  • Michio Hatanaka

Abstract

In empirical studies of macroeconomic theories, close attention should be paid to the relationships between the deterministic trends of different variables, especially when economic relations are investigated in the context of economic growth. The paper explains in an expository manner what kind of research can be undertaken to examine the reality of macroeconomic theories in terms of deterministic trends. Japanese postwar quarterly data of money, price, income and Solow's residuals are analysed to study the reality of the neutrality hypothesis regarding money. JEL Classification Numbers: C32, N10

Suggested Citation

  • Michio Hatanaka, 1998. "Reorientation of the Time‐series Analyses for Macroeconomics," The Japanese Economic Review, Japanese Economic Association, vol. 49(1), pages 1-16, March.
    • Handle: RePEc:bla:jecrev:v:49:y:1998:i:1:p:1-16
    DOI: 10.1111/1468-5876.00067
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    Cited by:

    1. Okubo, Masakatsu, 2002. "Long-Run Relationship between Consumption and Income in Japan: Tests of the Deterministic Cointegration Restriction," Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 253-278, June.

    More about this item

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • N10 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - General, International, or Comparative

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