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Testing exact rational expectations in cointegrated vector autoregressive models

Johansen, Søren; Swensen, Anders Rygh - In: Journal of econometrics 93 (1999) 1, pp. 73-91

Persistent link: https://www.econbiz.de/10001406640

More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term

Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397

Persistent link: https://www.econbiz.de/10002463476

On a graphical technique for evaluating some rational expectations models

Johansen, Søren; Swensen, Anders Rygh - In: Journal of time series econometrics 3 (2011) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10009623575

On a numerical and graphical technique for evaluating : some models involving rational expectations

Johansen, Søren; Swensen, Anders Rygh - 2009

Persistent link: https://www.econbiz.de/10003836319

On a numerical and graphical technique for evaluating some models involving rational expectations

Johansen, Søren; Swensen, Anders Rygh - 2009

Persistent link: https://www.econbiz.de/10003849547

A note on the power of bootstrap unit root tests

Swensen, Anders Rygh - In: Econometric theory 19 (2003) 1, pp. 32-48

Persistent link: https://www.econbiz.de/10001728172

A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables

Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-162

Persistent link: https://www.econbiz.de/10009409699

Forecasting manufacturing investment using survey information

Skjerpen, Terje; Swensen, Anders Rygh - 1997

Persistent link: https://www.econbiz.de/10000953396

Estimering av dynamiske utgiftssystemer med feiljusteringsmekanismer

Skjerpen, Terje; Swensen, Anders Rygh - 1992

Persistent link: https://www.econbiz.de/10000855060

Interpreting the evidence for New Keynesian models of inflation dynamics

Nymoen, Ragnar; Swensen, Anders Rygh; Tveter, Eivind - 2011 - Publisert 21. sep. 2011 17:28 - Sist endret 21. sep. 2011 17:29

We present a framework for interpretation of the empirical results of New Keynesian models of inflation dynamics. Both the rational expectations solution of the structural New Keynesian Phillips curve, NKPC, and the reduced form VAR analysis of the multivariate time series properties give...

Persistent link: https://www.econbiz.de/10009301212