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Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration

Fanelli, Luca - In: Journal of economic dynamics & control 30 (2006) 3, pp. 445-456

Persistent link: https://www.econbiz.de/10003289314

Dynamic adjustment cost models with forward-looking behaviour

Fanelli, Luca - In: The econometrics journal 9 (2006) 1, pp. 23-47

Persistent link: https://www.econbiz.de/10003320192

A new approach for estimating and testing the linear quadratic adjustment cost model under rational expextations and I(1) variables

Fanelli, Luca - In: Journal of economic dynamics & control 26 (2002) 1, pp. 117-139

Persistent link: https://www.econbiz.de/10001617129

The generic properties of equilibrium correction mechanisms

Bårdsen, Gunnar; Hurn, Stan; Lindsay, Kenneth A. - 1999

Persistent link: https://www.econbiz.de/10001517850

The generic properties of equilibrium correction mechanisms

Bårdsen, Gunnar; Hurn, Stan; Lindsay, Kenneth A. - 1999

Persistent link: https://www.econbiz.de/10001435311

Finding the right nominal anchor : the cointegration of money, credit and nominal income in Norway

Bårdsen, Gunnar; Klovland, Jan Tore - 1990

Persistent link: https://www.econbiz.de/10000789403

Finding the right nominal anchor : the cointegration of money, credit and nominal income in Norway

Bårdsen, Gunnar; Klovland, Jan Tore - 1990

Persistent link: https://www.econbiz.de/10000789899

A Gaussian IV estimator of cointegrating relations

Bårdsen, Gunnar (contributor); Haldrup, Niels (contributor) - 2006

Persistent link: https://www.econbiz.de/10003279288

On the estimation of long run coefficients in error correction models

Bårdsen, Gunnar - 1988

Persistent link: https://www.econbiz.de/10011861532

The Generic Properties of Equilibrium Correction Mechanisms

Bårdsen, Gunnar; Hurn, Stan; Lindsay, Kenneth A. - 2000

Linear dynamic equilibrium correction mechanisms are shown to follow from the discretisation of continuous economic processes with steady-state solutions. In addition, the proposed procedure provides testable restrictions on the coefficients of the dynamic econometric model

Persistent link: https://www.econbiz.de/10014171747