MULTIVARIATE ESTIMATES OF THE PERMANENT COMPONENTS OF GNP AND STOCK-PRICES

被引：42

作者：

COCHRANE, JH

SBORDONE, AM

机构：

来源：

关键词：

D O I：

10.1016/0165-1889(88)90042-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：255 / 296

页数：42

共 29 条

BEVERIDGE, S ;

NELSON, CR .

[2] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J].

CAMPBELL, JY ;

SHILLER, RJ .

[3]

CAMPBELL JY, 1987, AM ECON REV, V77, P111

[4]

CAMPBELL JY, 1987, UNPUB INT EVIDENCE P

[5]

CAMPBELL JY, 1985, UNPUB DOES SAVING AN

[6]

CAMPBELL JY, 1986, IN PRESS Q J EC

[7]

CLARK PK, 1987, IN PRESS Q J EC

[8]

COCHRANE JH, 1986, IN PRESS J POLITICAL

[9]

COCHRANE JH, 1987, UNPUB APPLICATION UN

[10] UNIT ROOTS IN TIME-SERIES MODELS - TESTS AND IMPLICATIONS [J].

DICKEY, DA ;

BELL, WR ;

MILLER, RB .