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Econometric methods for modelling systems with a mixture of I(1) and I(0) variables

Fisher, Lance A.; Huh, Hyeon-seung; Pagan, Adrian R. - In: Journal of applied econometrics 31 (2016) 5, pp. 892-911

Persistent link: https://www.econbiz.de/10011645249

Structural identification of permanent shocks in VEC models : a generalization

Fisher, Lance A.; Huh, Hyeon-seung; Summers, Peter M. - In: Journal of macroeconomics 22 (2000) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10001445032

Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models

Fisher, Lance A.; Huh, Hyeon-seung - In: Economics letters 63 (1999) 2, pp. 159-165

Persistent link: https://www.econbiz.de/10001398884

Permanent income and transitory variation in investment and output

Fisher, Lance A.; Huh, Hyeon-seung; Tallman, Ellis W. - In: Journal of macroeconomics 25 (2003) 2, pp. 149-168

Persistent link: https://www.econbiz.de/10001761594

Permanent income and transitory variation in investment and output

Fisher, Lance A.; Huh, Hyeon-seung; Tallman, Ellis W. - 2001

Persistent link: https://www.econbiz.de/10001630674

Real exchange rates, trade balances and nominal shocks : evidence for the G-7

Fisher, Lance A.; Huh, Hyeon-seung - In: Journal of international money and finance 21 (2002) 4, pp. 497-518

Persistent link: https://www.econbiz.de/10001676630

Permanent Income and Transitory Variation in Investment and Output

Fisher, Lance A.; Huh, Hyeon-seung; Tallman, Ellis W. - 2014

The authors use the permanent income hypothesis as the framework to analyze a number of results from recent empirical macroeconomic research. First, they demonstrate that the "productivity" shock isolated in both the three and six variable models of King, Plosser, Stock, and Watson (1991)...

Persistent link: https://www.econbiz.de/10014048900

Structural cointegrated models of US consumption and wealth

Fisher, Lance A.; Huh, Hyeon-seung; Otto, Glenn D. - In: Journal of macroeconomics 34 (2012) 4, pp. 1111-1124

Persistent link: https://www.econbiz.de/10009703300

Permanent-transitory decompositions under weak exogeneity

Fisher, Lance A.; Huh, Hyeon-seung - In: Econometric theory 23 (2007) 1, pp. 183-189

Persistent link: https://www.econbiz.de/10003407430

Identification methods in vector-error correction models : equivalence results

Fisher, Lance A.; Huh, Hyeon-seung - In: Journal of economic surveys 28 (2014) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011293038