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Gaussian estimation of a second order continuous time macroeconometric model of the UK

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  • Bergstrom, A. R.
  • Nowman, K. B.
  • Wymer, C. R.

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  • Bergstrom, A. R. & Nowman, K. B. & Wymer, C. R., 1992. "Gaussian estimation of a second order continuous time macroeconometric model of the UK," Economic Modelling, Elsevier, vol. 9(4), pages 313-351, October.
  • Handle: RePEc:eee:ecmode:v:9:y:1992:i:4:p:313-351
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    Cited by:

    1. Nieuwenhuis, Herman J. & Schoonbeek, Lambert, 1997. "Stability and the structure of continuous-time economic models," Economic Modelling, Elsevier, vol. 14(3), pages 311-340, July.
    2. William A. Barnett & Yijun He & ., 1999. "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?," Macroeconomics 9906008, EconWPA.
    3. Joanne S. Ercolani, 2007. "Cyclical Trends in Continuous Time Models," Discussion Papers 07-13, Department of Economics, University of Birmingham.
    4. Nuno Sobreira & Luis C. Nunes, 2016. "Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(3), pages 394-411, June.
    5. William Barnett & Evgeniya Duzhak, 2010. "Empirical assessment of bifurcation regions within New Keynesian models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 99-128, October.
    6. Barnett, William A. & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
    7. William A. Barnett & Yijun He, 1999. "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," Macroeconomics 9901002, EconWPA.
    8. William Barnett & Morgan Rose, 2005. "Joseph Schumpeter and Modern Nonlinear Dynamics," Method and Hist of Econ Thought 0504001, EconWPA.
    9. Barnett, William A. & Duzhak, Evgeniya Aleksandrovna, 2008. "Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3817-3825.
    10. Barnett, William A. & Eryilmaz, Unal, 2016. "An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(02), pages 482-503, March.
    11. Banerjee, Sanjibani & A. Barnett, William & A. Duzhak, Evgeniya & Gopalan, Ramu, 2011. "Bifurcation analysis of Zellner's Marshallian Macroeconomic Model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1577-1585, September.
    12. Byers, S. L. & Nowman, K. B., 1998. "Forecasting U.K. and U.S. interest rates using continuous time term structure models," International Review of Financial Analysis, Elsevier, vol. 7(3), pages 191-206.
    13. 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.
    14. Barnett, William A. & Eryilmaz, Unal, 2013. "Hopf bifurcation in the Clarida, Gali, and Gertler model," Economic Modelling, Elsevier, vol. 31(C), pages 401-404.
    15. Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
    16. William A. Barnett & Yijun He, 1998. "Bifurcations in Continuous-Time Macroeconomic Systems," Macroeconomics 9805018, EconWPA.
    17. Peter N. Ireland, 2007. "Commentary on "Monetary policy as equilibrium selection"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 343-348.
    18. Kieran P. Donaghy, 1998. "Incomes Policies Revisited," Working Papers 46, Sapienza University of Rome, CIDEI.
    19. A. R. Bergstrom, 2001. "Stability and wage acceleration in macroeconomic models of cyclical growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 327-340.
    20. E. et al. Saltari, 2011. "The impact of ICT on the Italian productivity dynamics," Working Papers 149, University of Rome La Sapienza, Department of Public Economics.
    21. Saltari Enrico & Wymer Clifford R. & Federici Daniela & Giannetti Marilena, 2012. "Technological Adoption with Imperfect Markets in the Italian Economy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(2), pages 1-30, April.
    22. Federici, Daniela & Saltari, Enrico & Wymer, Clifford, 2015. "Endogenizing the ICT sector: A multi-sector approach," MPRA Paper 66723, University Library of Munich, Germany.

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