Dynamic Properties of a Condensed Version of the Wharton Model (beginning of Volume 2)
In: Econometric Models of Cyclical Behavior, Volumes 1 and 2
Download full text from publisher
References listed on IDEAS
- Hatanaka, Michio & Howrey, E Philip, 1969. "Low Frequency Variation in Economic Time Series," Kyklos, Wiley Blackwell, vol. 22(4), pages 752-766.
- Gregory C. Chow, 1968. "The Acceleration Principle and the Nature of Business Cycles," The Quarterly Journal of Economics, Oxford University Press, vol. 82(3), pages 403-418.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- E. Philip Howrey, 1980. "The Role of Time Series Analysis in Econometric Model Evaluation," NBER Chapters,in: Evaluation of Econometric Models, pages 275-307 National Bureau of Economic Research, Inc.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno, 1976. "Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects," MPRA Paper 28944, University Library of Munich, Germany.
- Watson, Mark W, 1993. "Measures of Fit for Calibrated Models," Journal of Political Economy, University of Chicago Press, vol. 101(6), pages 1011-1041, December.
- Michalski, Raphael Joseph, 1977. "An application of consistent statistical estimation to a nonlinear macroeconomic policy model," ISU General Staff Papers 197701010800007086, Iowa State University, Department of Economics.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:2786. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/nberrus.html .