Nothing Special   »   [go: up one dir, main page]
create a website
Unit roots in macroeconomic time series: a post Keynesian interpretation. (2004). Libanio, Gilberto.
In: Textos para Discussão Cedeplar-UFMG.
RePEc:cdp:texdis:td233.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 36

References cited by this document

Cocites: 41

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Amable, Bruno et all (1994). Strong Hysteresis Versus Unit Root Dynamics, Economics Letters, 44: 43-7.

  2. Backhouse, Roger and Andrea Salanti, eds. (2000). Macroeconomics and the Real World. Vol. 1: Econometric Techniques and Macroeconomics. New York: Oxford University Press.
    Paper not yet in RePEc: Add citation now

  3. Campbell, John and Gregory Mankiw (1987). Are Output Fluctuations Transitory? Quarterly Journal of Economics, 102: 857-880.

  4. Christiano, Lawrence and Martin Eichenbaum (1990). Unit Roots in Real GDP: Do we know, and do we care? Carnegie Rochester Conference Series on Public Policy, 32: 7-62.

  5. Cribari Neto, Francisco (1992). Persistência de Inovações e Política Econômica: A Experiência do II PND, Revista Brasileira de Economia, 46 (3): 413-428.

  6. Cribari Neto, Francisco (1996). On Time Series Econometrics, Quarterly Review of Economics and Finance, 36, special issue: 37-60.

  7. Cross, Rod (1993). Hysteresis and Post Keynesian Economics, Journal of Post Keynesian Economics, 15(3), Spring: 305-8.

  8. Cross, Rod, ed. (1995). The Natural Rate of Unemployment: Reflections on 25 Years of the Hypothesis. Cambridge: Cambridge University Press.

  9. Davidson, Paul (1991). Is Probability Theory Relevant for Uncertainty? A Post Keynesian Perspective, Journal of Economic Perspectives, vol. 5, n.1, Winter: 129-143.

  10. Davidson, Paul (1993). The Elephant and the Butterfly, or Hysteresis and Post Keynesian Economics, Journal of Post Keynesian Economics, 15(3), Spring: 309-22.

  11. Davidson, Paul (1994). Post Keynesian Macroeconomic Theory. Aldershot: Edward Elgar.

  12. Dickey, David and Wayne Fuller (1979). Distribution of the Estimators for Autoregressive Time Series with a Unit Root, Journal of the American Statistical Association, 74: 427-431.
    Paper not yet in RePEc: Add citation now
  13. Diebold, Francis and Glenn Rudebusch (1999). Business Cycles. Princeton, NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  14. Dutt, Amitava (1997). Equilibrium, Path Dependence and Hysteresis in Post-Keynesian Models, In: Arestis, Philip, Gabriel Palma and Malcolm Sawyer, eds. (1997). Markets, Unemployment and Economic Policy Essays in Honor of Geoff Harcourt, v.2. New York: Routledge.
    Paper not yet in RePEc: Add citation now
  15. Dutt, Amitava and Jaime Ros (2003). Contractionary Effects of Stabilization and Long Run Growth, University of Notre Dame, unpublished manuscript.
    Paper not yet in RePEc: Add citation now

  16. Elder, John and Peter Kennedy (2001). Testing for Unit Roots: What Should Students Be Taught? Journal of Economic Education, Spring: 137-146.

  17. Enders, Walter (1995). Applied Econometric Time Series. New York: Wiley.
    Paper not yet in RePEc: Add citation now

  18. Fischer, Stanley (1977). Long Term Contracts, Rational Expectations, and the Optimal Money Supply Rule, Journal of Political Economy, LXXXV: 191-205.

  19. Hahn, Frank and Robert Solow (1995). A Critical Essay on Modern Macroeconomic Theory. Cambridge, Mass: MIT Press.

  20. Juselius, Katarina (2000). Models and Relations in Economics and Econometrics, In: Backhouse and Salanti, eds. (2000), op. cit.: 167-198.

  21. Keynes, John Maynard (1936). The General Theory of Employment, Interest and Money. London: Macmillan.
    Paper not yet in RePEc: Add citation now

  22. Keynes, John Maynard (1937). The General Theory of Employment, Quarterly Journal of Economics, v. 51 (2), February: 209-223.

  23. Kregel, Jan (1976). Economic Methodology in the Face of Uncertainty: the Modeling Methods of Keynes and the Post-Keynesians, Economic Journal, 86, June: 209-25.

  24. Lucas, Robert, Jr. (1973). Some International Evidence on Output-Inflation Tradeoffs, American Economic Review, 63, June: 326-34.

  25. McCallum, Bennett (1986). On `Real and `Sticky-Price Theories of the Business Cycle, Journal of Money, Credit, and Banking, vol.18, n.4, November: 397-414.

  26. McCallum, Bennett (2000). Recent Developments in Monetary Policy Analysis: the roles of theory and evidence, In: Backhouse and Salanti, eds. (2000), op. cit.: 115-139.
    Paper not yet in RePEc: Add citation now
  27. Minsky, Hyman (1986). Stabilizing an Unstable Economy. New Haven: Yale Univ. Press.
    Paper not yet in RePEc: Add citation now

  28. Nelson, Charles and Charles Plosser (1982). Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications, Journal of Monetary Economics, 10: 139-169.

  29. Perron, Pierre (1989). The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Econometrica, 57: 1361-1401.

  30. Rudebusch, Glenn (1992). Trends and Random Walks in Macroeconomic Time Series: a Reexamination, International Economic Review, 33: 661-80.

  31. Setterfield, Mark (1999). Expectations, Path Dependence, and Effective Demand: A Macroeconomic Model Along Keynesian Lines, Journal of Post Keynesian Economics, 21(3), Spring: 479-501.

  32. Smith, Ron (2000). Unit roots and all that: the impact of time-series methods on macroeconomics, In: Backhouse and Salanti, eds. (2000), op. cit.: 199-218.
    Paper not yet in RePEc: Add citation now

  33. Snowdon, Brian, Howard Vane and Peter Wynarczyk (1994). A Modern Guide to Macroeconomics. Aldershot: Edward Elgar.

  34. Solow, Robert (1986). Unemployment: Getting the Questions Right, Economica, vol. 53 (210): 23-44.

  35. Taylor, Lance (1991). Income Distribution, Inflation and Growth: Lectures on Structuralist Macroeconomic Theory. Cambridge, Mass.: MIT Press.
    Paper not yet in RePEc: Add citation now

  36. West, Kenneth (1988). On the Interpretation of Near Random-Walk Behavior in GDP, American Economic Review, vol. 78, n.1, March: 202-209.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization. (2022). Setterfield, Mark ; Lang, Dany ; Bauermann, Tom ; Bassi, Federico.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:63:y:2022:i:c:p:196-212.

    Full description at Econpapers || Download paper

  2. Hysteresis losses in the Preisach framework. (2020). Werner, Laura M.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1547-z.

    Full description at Econpapers || Download paper

  3. Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Bassi, Federico ; Lang, Dany ; Bauermann, Tom.
    In: Working Papers.
    RePEc:new:wpaper:2007.

    Full description at Econpapers || Download paper

  4. Is capacity utilization variable in the long run? An agent-based sectoral approach tomodeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Lang, Dany ; Bauermann, Tom ; Bassi, Federico.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02865532.

    Full description at Econpapers || Download paper

  5. Is capacity utilization variable in the long run? An agent-based sectoral approach tomodeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Lang, Dany ; Bauermann, Tom ; Bassi, Federico.
    In: CEPN Working Papers.
    RePEc:hal:cepnwp:halshs-02865532.

    Full description at Econpapers || Download paper

  6. Interest rate bands of inaction and play-hysteresis in domestic investment – Evidence for the Euro Area. (2020). Belke, Ansgar ; Gocke, Matthias ; Baudisch, Coletta Frenzel.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:175:y:2020:i:c:p:19-39.

    Full description at Econpapers || Download paper

  7. Economic Hysteresis with Multiple Inputs - A Simplified Treatment. (2019). Göcke, Matthias ; Goecke, Matthias .
    In: Interdisciplinary Description of Complex Systems - scientific journal.
    RePEc:zna:indecs:v:17:y:2019:i:1-b:p:98-113.

    Full description at Econpapers || Download paper

  8. Decoding unemployment persistence: an econometric framework for identifying and comparing the sources of persistence with an application to UK macrodata. (2019). Møller, Niels.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1400-9.

    Full description at Econpapers || Download paper

  9. Hysteresis in the normal rate of capacity utilization: a behavioural explanation. (2019). Setterfield, Mark ; Avritzer, Joana David .
    In: Working Papers.
    RePEc:new:wpaper:1907.

    Full description at Econpapers || Download paper

  10. EMPLOYMENT HYSTERESIS: AN ARGUMENT FOR AVOIDING FRONT-LOADED FISCAL CONSOLIDATIONS IN THE EUROZONE. (2018). Vasconcelos, Paulo B ; Mota, Paulo R.
    In: FEP Working Papers.
    RePEc:por:fepwps:610.

    Full description at Econpapers || Download paper

  11. Economic Hysteresis with Multiple InputsРa Simplified Treatment. (2018). G̦cke, Matthias ; Gocke, Matthias.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201801.

    Full description at Econpapers || Download paper

  12. A hiszterézis közgazdasági jelentőségéről posztkeynesi szemléletben. (2018). Vary, Miklos.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1798.

    Full description at Econpapers || Download paper

  13. Conceptualization of Historical Time in Post Keynesian Economics. (2017). Chytil, Zdenk ; Maslo, Luka .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2017:y:2017:i:4:id:619:p:397-421.

    Full description at Econpapers || Download paper

  14. Aggregate demand, sunk costs and discontinuous adjustments in an amended new consensus model. (2016). Bassi, Federico.
    In: Review of Political Economy.
    RePEc:taf:revpoe:v:28:y:2016:i:3:p:313-335.

    Full description at Econpapers || Download paper

  15. Multi-agent systems as a tool for analyzing path-dependent macrodynamics. (2016). Setterfield, Mark ; Gouri Suresh, Shyam.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:38:y:2016:i:c:p:25-37.

    Full description at Econpapers || Download paper

  16. Is there a role for domestic demand pressure on export performance?. (2015). Rua, António ; Esteves, Paulo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:4:p:1173-1189.

    Full description at Econpapers || Download paper

  17. Path Dependency. (2015). Setterfield, Mark.
    In: Working Papers.
    RePEc:new:wpaper:1521.

    Full description at Econpapers || Download paper

  18. A hysteresis model-based indicator for employment adjustment rigidity. (2015). Varejao, Jose ; Vasconcelos, Paulo ; Varejo, Jose ; Mota, Paulo .
    In: Empirica.
    RePEc:kap:empiri:v:42:y:2015:i:3:p:547-569.

    Full description at Econpapers || Download paper

  19. .

    Full description at Econpapers || Download paper

  20. Hysteresis Effects in Economics РDifferent Methods for Describing Economic Path-dependence. (2014). G̦cke, Matthias ; Belke, Ansgar ; Werner, Laura ; Gocke, Matthias.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:468.

    Full description at Econpapers || Download paper

  21. Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics. (2014). Setterfield, Mark ; Suresh, Shyam Gouri .
    In: Working Papers.
    RePEc:new:wpaper:1405.

    Full description at Econpapers || Download paper

  22. Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics. (2014). Setterfield, Mark ; Gouri Suresh, Shyam.
    In: Working Papers.
    RePEc:dav:wpaper:14-11.

    Full description at Econpapers || Download paper

  23. Trade policy dynamics, entry costs, and exchange rate uncertainty. (2012). Kongsted, Hans Christian .
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:21:y:2012:i:2:p:197-216.

    Full description at Econpapers || Download paper

  24. Les développements récents de la macroéconomie post-keynésienne. (2011). Le Heron, Edwin ; Lang, Dany ; charles, sebastien ; Asensio, Angel.
    In: Revue de la Régulation - Capitalisme, institutions, pouvoirs.
    RePEc:rvr:journl:2011:9372.

    Full description at Econpapers || Download paper

  25. Recent developments in Post-Keynesian modeling. (2011). Le Heron, Edwin ; Lang, Dany ; charles, sebastien ; Asensio, Angel.
    In: Post-Print.
    RePEc:hal:journl:halshs-00664867.

    Full description at Econpapers || Download paper

  26. Finding common ground between ecological economics and post-Keynesian economics. (2010). Kronenberg, Tobias.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:69:y:2010:i:7:p:1488-1494.

    Full description at Econpapers || Download paper

  27. Convergence in West German Regional Unemployment Rates. (2007). Juessen, Falko ; Bayer, Christian ; Falko Jußen, .
    In: German Economic Review.
    RePEc:bla:germec:v:8:y:2007:i::p:510-535.

    Full description at Econpapers || Download paper

  28. Convergence in West German Regional Unemployment Rates. (2006). Juessen, Falko ; Bayer, Christian.
    In: Technical Reports.
    RePEc:zbw:sfb475:200639.

    Full description at Econpapers || Download paper

  29. Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes observationally equivalent?. (2005). Henry, Jerome ; Amable, Bruno ; Lordon, Frederic ; Topol, Richard .
    In: Computational Economics.
    RePEc:wpa:wuwpco:0501001.

    Full description at Econpapers || Download paper

  30. Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?. (2005). Göcke, Matthias ; Belke, Ansgar ; Gocke, Matthias.
    In: German Economic Review.
    RePEc:bla:germec:v:6:y:2005:i:2:p:185-203.

    Full description at Econpapers || Download paper

  31. Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?. (2004). Göcke, Matthias ; Belke, Ansgar ; Gocke, Matthias.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1126.

    Full description at Econpapers || Download paper

  32. Unit roots in macroeconomic time series: a post Keynesian interpretation. (2004). Libanio, Gilberto.
    In: Textos para Discussão Cedeplar-UFMG.
    RePEc:cdp:texdis:td233.

    Full description at Econpapers || Download paper

  33. The Measurement of Persistence and Hysteresis in Aggregate Unemployment.. (2003). Mikhail, O. ; HANDA, JAGDISH ; EBERWEIN, Curtis J..
    In: Method and Hist of Econ Thought.
    RePEc:wpa:wuwpmh:0311002.

    Full description at Econpapers || Download paper

  34. The Hysteretic Effects on the Real Exchange Rates. (2002). Chionis, Dionysios.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:16:y:2002:i:4:p:451-463.

    Full description at Econpapers || Download paper

  35. A probabilistic framework for hysteresis. (2000). Piscitelli, Laura ; Cross, Rod ; Grinfeld, M..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:287:y:2000:i:3:p:577-586.

    Full description at Econpapers || Download paper

  36. Linear Approximation Methods and International Real Business Cycles with Incomplete Asset Markets. (2000). Letendre, Marc-Andre.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1539.

    Full description at Econpapers || Download paper

  37. On entry and exit in response to aggregate shocks. (1999). Piscitelli, Laura ; Cross, Rod ; Lamba, Harbir ; Grinfeld, Michael .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:6:y:1999:i:9:p:569-572.

    Full description at Econpapers || Download paper

  38. Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty. (1999). Göcke, Matthias ; Belke, Ansgar ; Matthias Göcke, .
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:722.

    Full description at Econpapers || Download paper

  39. Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:721.

    Full description at Econpapers || Download paper

  40. Technology and the dynamics of specialization in open economies. (1995). Stolpe, Michael .
    In: Open Access Publications from Kiel Institute for the World Economy.
    RePEc:zbw:ifwkie:738.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-29 11:36:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.