Similar Search Results

Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy

Pesaran, M. H.; Pierse, R. G.; Lee, K. C. - In: Journal of Econometrics 56 (1993) 1-2, pp. 57-88

Persistent link: https://www.econbiz.de/10005285953

Temporal aggregation and the power of tests for a unit root

Pierse, R. G.; Snell, A. J. - In: Journal of Econometrics 65 (1995) 2, pp. 333-345

Persistent link: https://www.econbiz.de/10005239084

A proof of the asymptotic validity of a test for perfect aggregation

Pesaran, M. H.; Pierse, R. G. - In: Economics Letters 30 (1989) 1, pp. 41-47

Persistent link: https://www.econbiz.de/10005270314

New Insights into Price‐Setting Behaviour in the UK: Introduction and Survey Results

Greenslade, Jennifer V.; Parker, Miles - In: Economic Journal 122 (2012) 558, pp. 1-1

Persistent link: https://www.econbiz.de/10011031596

Measuring the UK short-run NAIRU

Batini, Nicoletta; Greenslade, Jennifer V. - In: Oxford Economic Papers 58 (2006) 1, pp. 28-49

This paper derives alternative measures of the short-run NAIRU (SRN) for the United Kingdom, the rate for unemployment at which inflation will neither increase nor decrease in the short-run. We estimate the NAIRU jointly with price equations by using the Kalman filter. Our work suggests that...

Persistent link: https://www.econbiz.de/10005744192

On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices

Greenslade, Jennifer V.; Hall, Stephen G.; Henry, S. G. … - In: Journal of Economic Dynamics and Control 26 (2002) 9-10, pp. 1517-1537

Persistent link: https://www.econbiz.de/10005229210

Modelling economies subject to structural change: The case of Germany

Greenslade, Jennifer V.; Hall, Stephen G. - In: Economic Modelling 13 (1996) 4, pp. 545-559

Persistent link: https://www.econbiz.de/10005235325

Are our FEERs justified?

Barisone, Giacomo; Driver, Rebecca L.; Wren-Lewis, Simon - In: Journal of International Money and Finance 25 (2006) 5, pp. 741-759

Persistent link: https://www.econbiz.de/10005402617

Linear-quadratic approximation, external habit and targeting rules

Levine, Paul; Pearlman, Joseph; Pierse, Richard - In: Journal of Economic Dynamics and Control 32 (2008) 10, pp. 3315-3349

Persistent link: https://www.econbiz.de/10005160756

Does energy consumption cause economic growth?: Evidence from a systematic study of over 100 countries

Chontanawat, Jaruwan; Hunt, Lester C.; Pierse, Richard - In: Journal of Policy Modeling 30 (2008) 2, pp. 209-220

Energy arguably plays a vital role in economic development. Hence many studies have attempted to test for causality between energy and economic growth; however, no consensus has emerged. This paper, therefore, tests for causality between energy and GDP using a consistent data set and methodology...

Persistent link: https://www.econbiz.de/10005364153