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New small sample estimators for cointegration regression: Low-pass spectral filter method
Li, Yikang; Maddala, G. S.; Rush, Mark - In: Economics Letters 47 (1995) 2, pp. 123-129
Persistent link: https://www.econbiz.de/10005297083
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Low-pass filtered least squares estimators of cointegrating vectors
Yikang, Li - In: Journal of Econometrics 85 (1998) 2, pp. 289-316
Persistent link: https://www.econbiz.de/10005192816
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Bootstrapping cointegrating regression
Li, Yikang - In: Economics Letters 44 (1994) 3, pp. 229-233
Persistent link: https://www.econbiz.de/10005270435
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Overstated effects from tax reform?
Rush, Mark - In: Financial Letters (1986) Sep
Persistent link: https://www.econbiz.de/10005514618
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The role of the discount rate in monetary policy
Rush, Mark; Sellon, Gordon; Zhu, Li - Federal Reserve Bank of Kansas City - 1994
Persistent link: https://www.econbiz.de/10005515038
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Stock market dispersion and business cycles
Loungani, Prakash; Rush, Mark; Tave, William - In: Economic Perspectives (1991) Jan, pp. 2-8
Persistent link: https://www.econbiz.de/10005373246
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Real business cycles
Rush, Mark - In: Economic Review (1987) Feb, pp. 20-32
Persistent link: https://www.econbiz.de/10005373350
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On the Policy Ineffectiveness Proposition and a Keynesian Alternative.
Rush, Mark; Waldo, Douglas - In: Economic Journal 98 (1988) 391, pp. 498-503
Persistent link: https://www.econbiz.de/10005393330
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A classical model of a small fixed exchange rate economy
Rush, Mark - In: Journal of International Money and Finance 3 (1984) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10005397499
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Cointegration: how short is the long run?
Hakkio, Craig S.; Rush, Mark - In: Journal of International Money and Finance 10 (1991) 4, pp. 571-581
Persistent link: https://www.econbiz.de/10005402561