International macroe.. - Free

346 CHAPTER 11. BALANCE OF PAYMENTS CRISES12. Bhargava, Alok. 1986. “On the Theory of Testing for Unit Rootsin Observed Time Series.” Review of Economic Studies 53: pp.369—84.13. Bilson, John F. O. 1978. “Rational Expectations and the ExchangeRate.” In Jacob A. Frenkel and Harry G. Johnson, eds.The Economics of Exchange Rates: Selected Studies. Reading,MA: Addison—Wesley, pp.75—96.14. Black, Fisher. 1986. “Noise.” Journal of Finance 41: pp. 529—543.15. Blanchard, Oliver and Danny Quah. 1989. “The Dynamic Effectsof Aggregate Demand and Supply Disturbances.” AmericanEconomic Review 79: pp. 655-7316. Blough, Stephen R. 1992. “The Relationship between Power andLevel for Generic Unit Root Tests in Finite Samples.” Journal ofApplied Econometrics 7: pp. 295-308.17. Bowman, David. 1998. “Efficient Tests for Autoregressive UnitRoots in Panel Data.” Unpublished manuscript. Board of Governorsof the Federal Reserve System.18. Burnside, Craig. 1994. “Hansen-Jagannathan Bounds as ClassicalTests of Asset-Pricing Models.” Journal of Business andEconomic Statistics 12: pp. 57-79.19. Campbell, John and Pierre Perron. 1991. “Pitfalls and Opportunities:What Macroeconomists Should Know about UnitRoots.” in Olivier Jean Blanchard and Stanley Fischer, eds.NBER Macroeconomics Annual 1991. Cambridge and London:MIT Press, pp. 141-201.20. Campbell, John and Robert Shiller. 1987. “Cointegration andTests of Present Value Models.” Journal of Political Economy95: pp. 1062-88.21. Canzoneri, Matthew B., Robert E. Cumby and Behzad Diba.1999. “Relative Labor Productivity and the Real Exchange Ratein the Long Run: Evidence for a Panel of OECD Countries”Journal of International Economics 47: pp. 245-66.22. Cassel, Gustuv. 1921. The World’s Monetary Problems. London:Constable.