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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. - 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