Journal of business & economic statistics

• 

  Año 1998, Vol. 16, Número 4

  • Associate Editor's Introduction

    Neil R. ERICSSON

    pág. 369

    

  • Exogeneity, Cointegration, and Economic Policy Analysis

    Neil R. Ericsson, David F. Hendry, Grayham E. Mizon

    págs. 370-387

    

  • Asymptotic Inference on Cointegrating Rank in Partial Systems

    Ingrid Harbo, Soren Johansen, Bent Nielsen, Anders Rahbek

    págs. 388-399

    

  • A Structured VAR for Denmark Under Changing Monetary Regimes

    KATARINA JUSELIUS

    págs. 400-411

    

  • The Relationship Between Inflation and the Budget Deficit in Turkey

    Kivilcim Metin

    págs. 412-422

    

  • The Dynamics of Chronic Inflation in Brazil, 1968-1985

    Dick DUREVALL

    págs. 423-432

    

  • Modeling Inflation in Australia

    Gordon DE BROUWER

    págs. 433-449

    

  • Cointegration and Long-Horizon Forecasting

    Francis X. Diebold, Peter F. Christoffersen

    págs. 450-458

    

  • Outlier Detection in Cointegration Analysis

    Andre Lucas, Philip Hans Franses

    págs. 459-468

    

  • Prior Density-Ratio Class Robustness in Econometrics

    John GEWEKE, Lea Petrella

    págs. 469-478

    

  • Why Do Investment Euler Equations Fail?

    Toni M. WHITED

    págs. 479-488

    

  • Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example

    Víctor M. Guerrero, Daniel Peña Sánchez de Rivera, Pilar Poncela Blanco

    págs. 489-497

    

  • The Risk Premium of Volatility Implicit in Currency Options

    Dajiang Guo

    págs. 498-507