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Cointegration and Direct Tests of the Rational Expectations Hypothesis

Author

Listed:
  • McAleer, M.
  • McKenzie, C.R.
  • Pesaren, M.H.

Abstract

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Suggested Citation

  • McAleer, M. & McKenzie, C.R. & Pesaren, M.H., 1993. "Cointegration and Direct Tests of the Rational Expectations Hypothesis," Cambridge Working Papers in Economics 9306, Faculty of Economics, University of Cambridge.
  • Handle: RePEc:cam:camdae:9306
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    Cited by:

    1. Ganegodage, K. Renuka & Rambaldi, Alicia N., 2014. "Economic consequences of war: Evidence from Sri Lanka," Journal of Asian Economics, Elsevier, vol. 30(C), pages 42-53.
    2. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2009. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 42(4), pages 551-574, April.
    3. Maiko Koga, 2005. "The Decline of Japan's Saving Rate and Demographic Effects," Bank of Japan Working Paper Series 05-E-10, Bank of Japan.
    4. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Working Papers 20060501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.
    5. Lim, Lee Kian, 1995. "Cointegration and an error correction model of money demand for Australia," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 293-297.
    6. Galeotti, Marzio & Lanza, Alessandro & Manera, Matteo, 2003. "Rockets and feathers revisited: an international comparison on European gasoline markets," Energy Economics, Elsevier, vol. 25(2), pages 175-190, March.

    More about this item

    Keywords

    econometrics ; tests ; expectations;

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