Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric
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- Enders, Walter & Granger, C. W. J., 1998.
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Staff General Research Papers
1388, Iowa State University, Department of Economics.
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- Daniel E. Sichel, 1989.
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93, Board of Governors of the Federal Reserve System (U.S.).
- Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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