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Testing aggregate neutrality with heterogeneous sectors

  • Landon, Stuart

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Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 17 (1995)
Issue (Month): 1 ()
Pages: 131-148

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Handle: RePEc:eee:jmacro:v:17:y:1995:i:1:p:131-148
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622617

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  1. Kretzmer, Peter E., 1989. "The cross-industry effects of unanticipated money in an equilibrium business cycle model," Journal of Monetary Economics, Elsevier, vol. 23(2), pages 275-296, March.
  2. Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-37, April.
  3. Robert J. Barro, 1976. "Unanticipated Money Growth and Unemployment in the United States," Working Papers 234, Queen's University, Department of Economics.
  4. Rush, Mark, 1986. "Unexpected Money and Unemployment, 1920 to 1983," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(3), pages 259-74, August.
  5. Andrew B. Abel & Frederic S. Mishkin, 1981. "An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy," NBER Working Papers 0726, National Bureau of Economic Research, Inc.
  6. Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-10, November.
  7. Mishkin, Frederic S, 1982. "Does Anticipated Monetary Policy Matter? An Econometric Investigation," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 22-51, February.
  8. Ahmed, Shaghil, 1987. "Wage stickiness and the non-neutrality of money : A cross-industry analysis," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 25-50, July.
  9. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
  10. Freedman, David A & Peters, Stephen C, 1984. "Bootstrapping an Econometric Model: Some Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(2), pages 150-58, April.
  11. Robert J. Barro & Mark Rush, 1980. "Unanticipated Money and Economic Activity," NBER Chapters, in: Rational Expectations and Economic Policy, pages 23-73 National Bureau of Economic Research, Inc.
  12. Lilien, David M, 1982. "Sectoral Shifts and Cyclical Unemployment," Journal of Political Economy, University of Chicago Press, vol. 90(4), pages 777-93, August.
  13. Hoffman, Dennis L. & Low, Stuart A. & Schlagenhauf, Don E., 1984. "Tests of rationality, neutrality and market efficiency : A Monte Carlo analysis of alternative test statistics," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 339-363, November.
  14. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
  15. Hoffman, Dennis L & Schlagenhauf, Don E, 1982. "An Econometric Investigation of the Monetary Neutrality and Rationality Propositions from an International Perspective," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 562-71, November.
  16. Neftci, Salih & Sargent, Thomas J., 1978. "A little bit of evidence on the natural rate hypothesis from the U.S," Journal of Monetary Economics, Elsevier, vol. 4(2), pages 315-319, April.
  17. Abraham, Katharine G & Katz, Lawrence F, 1986. "Cyclical Unemployment: Sectoral Shifts or Aggregate Disturbances?," Journal of Political Economy, University of Chicago Press, vol. 94(3), pages 507-22, June.
  18. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-47, February.
  19. Ray C. Fair, 1978. "An Analysis of the Accuracy of Four Macroeconometric Models," Cowles Foundation Discussion Papers 492, Cowles Foundation for Research in Economics, Yale University.
  20. Leiderman, Leonardo, 1980. "Macroeconometric testing of the rational expectations and structural neutrality hypotheses for the United States," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 69-82, January.
  21. Barro, Robert J., 1978. "Unanticipated Money, Output, and the Price Level in the United States," Scholarly Articles 3450988, Harvard University Department of Economics.
  22. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
  23. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, March.
  24. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-94, September.
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