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Common interest communities: Private governments and the public interest, edited by Stephen Barton and Carol Silverman. Berkeley, CA: Institute of Governmental Studies Press, 1994, 318 pp., NPA

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  • Sonia Ospina

    (Associate Professor at the Robert Wagner Graduate School of Public Service, New York University)

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  • Sonia Ospina, 1996. "Common interest communities: Private governments and the public interest, edited by Stephen Barton and Carol Silverman. Berkeley, CA: Institute of Governmental Studies Press, 1994, 318 pp., NPA," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 15(1), pages 135-137.
  • Handle: RePEc:wly:jpamgt:v:15:y:1996:i:1:p:135-137 DOI: 10.1002/pam.4050150117
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    References listed on IDEAS

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    2. Nelson, Charles R & Kang, Heejoon, 1981. "Spurious Periodicity in Inappropriately Detrended Time Series," Econometrica, Econometric Society, pages 741-751.
    3. Paul R. Krugman, 1988. "Long-Run Effects of the Strong Dollar," NBER Chapters,in: Misalignment of Exchange Rates: Effects on Trade and Industry, pages 277-298 National Bureau of Economic Research, Inc.
    4. John Y. Campbell & N. Gregory Mankiw, 1987. "Are Output Fluctuations Transitory?," The Quarterly Journal of Economics, Oxford University Press, pages 857-880.
    5. Perron, Pierre, 1988. "Trends and random walks in macroeconomic time series : Further evidence from a new approach," Journal of Economic Dynamics and Control, Elsevier, pages 297-332.
    6. Coleman, Wilbur John, II, 1991. "Equilibrium in a Production Economy with an Income Tax," Econometrica, Econometric Society, pages 1091-1104.
    7. Baldwin, Richard, 1988. "Hyteresis in Import Prices: The Beachhead Effect," American Economic Review, American Economic Association, pages 773-785.
    8. Jaime R. Marquez, 1988. "The dynamics of uncertainty or the uncertainty of dynamics: stochastic J-curves," International Finance Discussion Papers 335, Board of Governors of the Federal Reserve System (U.S.).
    9. Chinn, Menzie David, 1991. "Some linear and nonlinear thoughts on exchange rates," Journal of International Money and Finance, Elsevier, pages 214-230.
    10. Stephen K. McNees, 1988. "How accurate are macroeconomic forecasts?," New England Economic Review, Federal Reserve Bank of Boston, pages 15-36.
    11. Hunt, Lester & Manning, Neil, 1989. "Energy Price- and Income-Elasticities of Demand: Some Estimates for the UK Using the Cointegration Procedure," Scottish Journal of Political Economy, Scottish Economic Society, pages 183-193.
    12. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, pages 277-304.
    13. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    14. Richard A. Meese & Andrew K. Rose, 1991. "An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination," Review of Economic Studies, Oxford University Press, pages 603-619.
    15. Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Oxford University Press, pages 99-125.
    16. Cochrane, John H, 1988. "How Big Is the Random Walk in GNP?," Journal of Political Economy, University of Chicago Press, pages 893-920.
    17. Jeffrey A. Frankel & Saburo Okita & Peter G. Peterson & James R. Schlesinger, 1988. "International Capital Flows and Domestic Economic Policies," NBER Chapters,in: The United States in the World Economy, pages 559-658 National Bureau of Economic Research, Inc.
    18. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, pages 113-144.
    19. Jeffrey A. Frankel & Richard Meese, 1987. "Are Exchange Rates Excessively Variable?," NBER Chapters,in: NBER Macroeconomics Annual 1987, Volume 2, pages 117-162 National Bureau of Economic Research, Inc.
    20. Banerjee, Anindya & Galbraith, John W & Dolado, Juan, 1990. "Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, pages 95-104.
    21. Kim, Yoonbai, 1990. "Exchange Rates and Import Prices in the United States: A Varying-Parameter Estimation of Exchange-Rate Pass-Through," Journal of Business & Economic Statistics, American Statistical Association, pages 305-315.
    22. Boothe, Paul & Glassman, Debra, 1987. "Off the Mark: Lessons for Exchange Rate Modelling," Oxford Economic Papers, Oxford University Press, pages 443-457.
    23. Meese, Richard & Geweke, John, 1984. "A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, pages 191-200.
    24. Stock, James H, 1987. "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, Econometric Society, pages 1035-1056.
    25. William R. Melick, 1990. "Estimating pass-through: structure and stability," International Finance Discussion Papers 387, Board of Governors of the Federal Reserve System (U.S.).
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