Fractional Cointegration: A Bayesian Aproach
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References listed on IDEAS
- Murphy, C W, 1988. "Rational Expectations in Financial Markets and the Murphy Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 61-88, Supplemen.
- John B. Taylor, 1995.
"The Monetary Transmission Mechanism: An Empirical Framework,"
Journal of Economic Perspectives,
American Economic Association, vol. 9(4), pages 11-26, Fall.
- John B. Taylor, 1995. "The monetary transmission mechanism: an empirical framework," Working Papers in Applied Economic Theory 95-07, Federal Reserve Bank of San Francisco.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
- Gruen, D.W.R. & Gizycki, M.C., 1993.
"Explaining Forward Discount Bias: Is It Anchoring?,"
164, Princeton, Woodrow Wilson School - Public and International Affairs.
- David W.R. Gruen & Marianne C. Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia.
- Murphy, C W, 1988. "An Overview of the Murphy Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 175-199, Supplemen.
- Taylor, John B., 1993. "Discretion versus policy rules in practice," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 195-214, December.
More about this item
KeywordsECONOMETRICS; Fractional Cointegration; Bayesian Analysis;
StatisticsAccess and download statistics
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