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Trends and random walks in macroeconmic time series
4.6K
Citations
45
References
1982
Year
Nonlinear Time SeriesStochastic PhenomenonRandom Walks
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller
Journal of the American Statistical Association
Autoregressive Time SeriesRegression EstimatorEconomicsEngineeringEstimation Statistic +12
1979
22.7K
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Econometrica
Autoregressive Time SeriesFinancial Time Series AnalysisUnit RootLikelihood Ratio StatisticsStatistical Inference +2
1981
14.4K
Technical Change and the Aggregate Production Function
Robert M. Solow
The Review of Economics and Statistics
ProductivityEconomicsTechnical ChangeProduction TechnologyBusiness +4
1957
12K
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
9K
Introduction to Statistical Time Series
James T. McClave, Wayne A. Fuller
Technometrics
EngineeringExplosive Time SeriesStatistical Time SeriesStochastic ProcessesFinancial Time Series Analysis +10
1978
4.3K
Some International Evidence on Output-Inflation Tradeoffs.
Lucas Robert
American Economic Review
EconomicsMonetary PolicyOpen Economy MacroeconomicsInternational EconomicsMacroeconomics +12
1973
2.5K
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
Stephen Beveridge, Charles R. Nelson
Journal of Monetary Economics
EconomicsMacroeconomicsTransitory ComponentsBusiness Cycle AnalysisBusiness +8
2.3K
Introduction to Statistical Time Series.
Chris Chatfield, W. A. Fuller
Journal of the Royal Statistical Society Series A (General)
EngineeringStatistical Time SeriesStochastic ProcessesFinancial Time Series AnalysisMathematical Statistic +2
1977
A Theory of the Consumption Function
Milton Friedman
Economic MeasureEconomicsPublic PolicyConsumer EconomicsMacroeconomics +12
1960
A Monetary History of the United States 1867-1960
Roy Harrod, Milton Friedman, Anna Jacobson
The University of Chicago Law Review
EconomicsMonetary PolicyMonetary TheoryMonetary UnionBusiness +2
1964
2.2K
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