Volume 8.
(as bibtex)
54 references.
Articles

117. Solving nonlinear stochastic growth models: A comparison of alternative solution methods
Taylor, John B.,
Uhlig, Harald

115125. Equilibrium modeling of asset prices: Rationality versus rules of thumb
Ingram, Beth Fisher

127135. Using Bayesian techniques for data pooling in regional payroll forecasting
Lesage, James P.,
Magura, Michael

137141. Bounding an economic monetary aggregate under nonhomothetic preferences
Swofford, James L.,
Whitney, Gerald A.

143144. All forecasters are equal (Ref: V5 p155158)
Batchelor, R. A.

145152. Unitroot tests and the statistical pitfalls of seasonal adjustment: The case of U.S. postwar real Gross National Product
Ghysels, Eric

153162. Testing for a unit root in a time series with a changing mean (Corr: V10 p467469)
Perron, Pierre

163170. Effect of price on the demand for durables: Modeling, estimation, and findings
Jain, Dipak C.,
Rao, Ram C.

171178. Crossvalidation, the Bayes theorem, and smallsample bias
Allenby, Greg M.

179189. Shared price trends: Evidence from U.S. cities and OECD countries
Patel, Jayendu,
Zeckhauser, Richard

1921. Solving the stochastic growth model by a discretestatespace, Eulerequation approach
Baxter, Marianne,
Crucini, Mario J.,
Rouwenhorst, K. Geert

191203. The reliability of U.S. Gross National Product
de Leeuw, Frank

205208. Macroeconomic forecasting using pooled international data
Mittnik, Stefan

209216. The use of changes in equity value as a measure of the information content of announcements of changes in financial policy
Israel, Ronen,
Ofer, Aharon R.,
Siegel, Daniel R.

217223. The distribution of stock returns: New evidence against the stable model
Lau, Amy HingLing,
Lau, HonShiang,
Wingender, John R.

225234. Persistence in variance, structural change, and the GARCH model
Lamoureux, Christopher G.,
Lastrapes, William D.

2326. Solving the stochastic growth model by linearquadratic approximation and by valuefunction iteration
Christiano, Lawrence J.

235241. Influential observations in time series
Pena, Daniel,
Peña, Daniel

243250. Repeated time series analysis of ARIMAnoise models
Wong, Wingkeung,
Miller, Robert B.

251263. Bootstrapping $p$ values and power in the firstorder autoregression: A Monte Carlo investigation
Rayner, Robert K.

265279. Permanent income, current income, and consumption
Campbell, John Y.,
Mankiw, N. Gregory

2729. Solving the stochastic growth model by policyfunction iteration
Coleman, Wilbur John, II

281291. Postderegulation bankdepositrate pricing: The multivariate dynamics
Diebold, Francis X.,
Sharpe, Steven A.

293304. Estimation of currentquarter gross national product by pooling preliminary labormarket data
Braun, Steven N.

305315. Exchange rates and import prices in the United States: A varyingparameter estimation of exchangerate passthrough
Kim, Yoonbai

3134. Solving the stochastic growth model by parameterizing expectations
den Haan, Wouter J.,
Marcet, Albert

317325. Twostep estimation of linear models with ordinal unobserved variables: The case of corporate bonds
Kao, Chihwa,
Wu, Chunchi

327335. Combining related and sparse data in linear regression models
Vanhonacker, Wilfried R.,
Lehmann, Donald R.,
Sultan, Fareena

337346. Estimating the size of a subdomain: An application in auditing
Stokes, Lynne

347353. Symmetry constraints and variable returns to scale in logit models
Considine, Timothy J.

3536. Solving the stochastic growth model by deterministic extended path
Gagnon, Joseph E.

355364. The dynamic relationship between the dollar and components of U.S. trade
Koch, Paul D.,
Rosensweig, Jeffrey A.

365371. Demand systems estimation with microdata: A censored regression approach
Heien, Dale,
Wessells, Cathy Roheim

3738. Solving the stochastic growth model by backsolving with an expanded shock space
Ingram, Beth Fisher

373383. Testing the validity of aggregates
Aizcorbe, Ana M.

385394. Seasonal adjustment using structural time series models: An application and a comparison with the Census X11 method
den Butter, F. A. G.,
Mourik, T. J.

3940. Solving the stochastic growth model by using a recursive mapping based on least squares projection
Labadie, Pamela

395403. A method of exploring the mechanism of inflationary expectations based on qualitative survey data
Kanoh, Satoru,
Li, Zhi Dong

405415. Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, Theo E.,
Palm, Franz C.

4144. Solving the stochastic growth model by linearquadratic approximation
McGrattan, Ellen R.

417426. Lagrange multiplier tests for normality against seminonparametric alternatives
Hall, Alastair

427434. The demand for money in Argentina 19781987: Before and after the austral program
Melnick, Rafi

435441. Smallarea estimation of economic statistics
Isaki, Cary T.

443451. Specification analysis in dynamic models
Fiebig, Denzil G.,
Maasoumi, Esfandiar

4547. Solving the stochastic growth model by backsolving with a particular nonlinear form for the decision rule
Sims, Christopher A.

453457. Canonical correlation in multivariate time series analysis with an application to oneyearahead and multiyearahead macroeconomic forecasting (C/R: V10 p470472)
Otter, Pieter W.

459464. Embodied technological change and tests of the internaladjustmentcost hypothesis
McHugh, Richard,
Lane, Julia

465473. Indexing the federal tax system: A costofliving approach
Gillingham, Robert,
Greenlees, John S.

475480. Forecast pretesting and correction
Ilmakunnas, Pekka

4951. Solving the stochastic growth model by using quadrature methods and valuefunction iterations
Tauchen, George

5369. Estimating models with intertemporal substitution using aggregate time series data
Eichenbaum, Martin,
Hansen, Lars Peter

7181. Seemingly unrelated time series equations and a test for homogeneity
Fernandez, F. Javier,
Fernández, F. Javier,
Harvey, Andrew C.

8397. Random levelshift time series models, ARIMA approximations, and levelshift detection
Chen, Chung,
Tiao, George C.

99113. Linearquadratic approximation and valuefunction iteration: A comparison
Christiano, Lawrence J.