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Reasonable extreme bounds analysis

Author

Listed:
  • Clive W. J. Granger
  • Harald F. Uhlig

Abstract

Performs the calculations from Granger and Uhlig(1990), "Reasonable Extreme Bounds Analysis", J. of Econometrics, vol. 44, 159-170.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Clive W. J. Granger & Harald F. Uhlig, 1988. "Reasonable extreme bounds analysis," Discussion Paper / Institute for Empirical Macroeconomics 2, Federal Reserve Bank of Minneapolis.
  • Handle: RePEc:fip:fedmem:2
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    References listed on IDEAS

    as
    1. Kohn, Robert, 1982. "When is an aggregate of a time series efficiently forecast by its past?," Journal of Econometrics, Elsevier, vol. 18(3), pages 337-349, April.
    2. Granger, C. W. J., 1980. "Long memory relationships and the aggregation of dynamic models," Journal of Econometrics, Elsevier, vol. 14(2), pages 227-238, October.
    3. Granger, C. W. J., 1987. "Implications of Aggregation with Common Factors," Econometric Theory, Cambridge University Press, vol. 3(02), pages 208-222, April.
    4. Weiss, Andrew A., 1984. "Systematic sampling and temporal aggregation in time series models," Journal of Econometrics, Elsevier, vol. 26(3), pages 271-281, December.
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    Keywords

    Money theory ; Velocity of money;

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