TRENDS AND CYCLES IN MACROECONOMIC TIME-SERIES

被引：308

作者：

HARVEY, AC

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1985年 / 3卷 / 03期

关键词：

D O I：

10.2307/1391592

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：216 / 227

页数：12

相关论文

共 24 条

[1] TIME-SERIES REPRESENTATIONS OF ECONOMIC VARIABLES AND ALTERNATIVE MODELS OF THE LABOR-MARKET [J].

ASHENFELTER, O ;

CARD, D .

REVIEW OF ECONOMIC STUDIES, 1982, 49 :761-782

[2] A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE [J].

BEVERIDGE, S ;

NELSON, CR .

JOURNAL OF MONETARY ECONOMICS, 1981, 7 (02) :151-174

[3]

Box G.E.P., 1976, TIME SERIES ANAL

[4] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].

DICKEY, DA ;

FULLER, WA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431

[5] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J].

ENGLE, RF .

ECONOMETRICA, 1982, 50 (04) :987-1007

[6]

ENGLE RF, 1978, SEASONAL ANAL EC TIM, P281

[7] TESTING FOR DETERMINISTIC TREND AND SEASONAL COMPONENTS IN TIME-SERIES MODELS [J].

FRANZINI, L ;

HARVEY, AC .

BIOMETRIKA, 1983, 70 (03) :673-682

[8]

HARRISON PJ, 1976, J R STAT SOC B, V38, P205

[9]

HARRISON PJ, 1983, TIME SERIES ANAL THE, V3, P19

[10]

Harvey A.C., 1983, J BUSINESS EC STAT, V1, P299, DOI DOI 10.1080/07350015.1983.10509355