𝔖 Bobbio Scriptorium
✦   LIBER   ✦

STOCK PRICE EFFECTS OF PERMANENT AND TRANSITORY SHOCKS

✍ Scribed by WILLIAM J. CROWDER; MARK E. WOHAR

Book ID
110929538
Publisher
Oxford University Press
Year
1998
Tongue
English
Weight
810 KB
Volume
36
Category
Article
ISSN
0095-2583

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

PERMANENT AND TRANSITORY SHOCKS, AND THE
PERMANENT AND TRANSITORY SHOCKS, AND THE UK BUSINESS CYCLE
✍ MORTEN O. RAVN πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 281 KB

In this paper the business cycle properties of UK data are investigated using a VAR technique. A Real Business Cycle (RBC) model is formulated. The model includes both permanent and transitory shocks to technology. The business cycle properties of the data and the model are investigated by deriving

A systematic framework for analyzing the
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
✍ JesΓΊs Gonzalo; Serena Ng πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 172 KB

This paper proposes a systematic framework for analyzing the dynamic e!ects of permanent and transitory shocks on a system of n economic variables. We consider a two-step orthogonolization on the residuals of a VECM with r cointegrating vectors. The "rst step separates the permanent from the transit

The role of permanent and transitory sho
The role of permanent and transitory shocks in explaining international health expenditures
✍ Paresh Kumar Narayan; Seema Narayan πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 402 KB πŸ‘ 1 views

## Abstract While there is a growing literature that examines the issue of cointegration (co‐movement over the long run) among health expenditures, there are no studies that examine the issue of common cycles (co‐movement over the short run) among health expenditures. We undertake a multivariate va