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Permanent-Transitory Decompositions Under Weak Exogeneity

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  • Fisher, Lance A.
  • Huh, Hyeon-seung

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  • Fisher, Lance A. & Huh, Hyeon-seung, 2007. "Permanent-Transitory Decompositions Under Weak Exogeneity," Econometric Theory, Cambridge University Press, vol. 23(01), pages 183-189, February.
  • Handle: RePEc:cup:etheor:v:23:y:2007:i:01:p:183-189_07
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    Cited by:

    1. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
    2. Antonio Ribba, 2011. "On some neglected implications of the Fisher effect," Empirical Economics, Springer, vol. 40(2), pages 451-470, April.
    3. Cavallo, Antonella & Ribba, Antonio, 2014. "Euro area inflation as a predictor of national inflation rates," Journal of Policy Modeling, Elsevier, vol. 36(6), pages 1048-1065.
    4. Bilgili, Faik, 2007. "The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy," MPRA Paper 24090, University Library of Munich, Germany, revised 20 Jul 2010.
    5. Antonio Ribba, 2012. "The federal funds rate and the conduction of the international orchestra," Economics Bulletin, AccessEcon, vol. 32(4), pages 2983-2990.
    6. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
    7. Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
    8. Fisher, Lance A. & Otto, Glenn & Voss, Graham M., 2010. "The response of Australian consumption to housing wealth," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 284-299, March.
    9. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015. "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 1-22.
    10. Skrobotov, Anton & Turuntseva, Marina, 2015. "Theoretical Foundations of SVAR Modeling," Published Papers mak8, Russian Presidential Academy of National Economy and Public Administration.
    11. Genesove, David & Hansen, James, 2016. "The Role of Auctions and Negotiation in Housing Prices," CEPR Discussion Papers 11392, C.E.P.R. Discussion Papers.

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