Misinterpreting the dynamic effects of aggregate demand and supply disturbances

DOI10.1016/0165-1765(95)00687-BzbMath0900.90183MaRDI QIDQ672617

Danny T. Quah

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

CointegrationUnit rootVector autoregressionPermanent and transitory components

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

Convergence empirics across economies with (some) capital mobility. ⋮ Calculation of aggregate demand and supply disturbances from a common trends model

Cites Work

• The dynamic effects of aggregate demand and supply disturbances: Another Look
• The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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