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Unit Roots. (1991). Phillips, Peter.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:998.

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  1. Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states. (2012). Pirovano, Mara.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:3:p:372-390.

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  2. The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence. (1991). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1000.

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References

References cited by this document

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  16. Hall, R. E. (1978). Stochastic implications of the life cycle-permanent income hypothesis, Journal of Political Economy, 86, 971-987.

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  21. Perron, P. (1989). The great crash, the oil price shock and the unit root hypothesis, Econometrica, 57, 1361-1401.

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  24. Phillips, P. C. B. (1991b). Bayesian routes and unit roots: de rebus prioribus semper est disputandum, Journal of Applied Econometrics (forthcoming).

  25. Phillips, P. C. B. (1991c). The long-run Australian consumption function reexamined: An empirical exercise in Bayesian inference, Cowles Foundation Discussion Paper (to appear).

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  31. Schmidt, P. and P. C. B. Phillips (1989). Testing for a unit root in the presence of deterministic trends, Cowles Foundation Discussion Paper No.933.

  32. Schotman, P. and H. K. van Dijk (1991). A Bayesian analysis of the unit root in real exchange rates, Journal of Econometrics, 49, 195-238.

  33. Zivot, E. and D. W. K Andrews (1990), Further evidence on the great crash, the oil price shock and the unit root hypothesis, Cowles Foundation Discussion Paper No. 944, Yale University, New Haven. CF.

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