International macroe.. - Free

11.2. A SECOND GENERATION MODEL 355117. Papell, David. 1986. “Exchange Rate and Current Account Dynamicsunder Rational Expectations: An Econometric Analysis.”International Economic Review 27: pp. 583-600.118. Papell, David. 1997. “Searching for Stationarity: PurchasingPower Parity under the Current Float.” Journal of InternationalEconomics 43: pp. 313-32.119. Papell, David and Hristos Theodoridis. 2000. “The Choice ofNumeraire Currency in Panel Tests of Purchasing Power Parity.”JournalofMoney,Credit,andBankingforthcoming.120. Phillips, Peter C.B., and Pierre Perron. 1988. “Testing for a UnitRoot in Time Series Regression.” Biometrika 75: pp. 335-46.121. , Pederson, Torben Mark. 1999. “Spectral Analysis, Business Cycles,and Filtering of Economic Time Series: A Survey.” Unpublishedmanuscript. Institute of Economics, University of Copenhagen,Denmark.122. Saikonmen, Pentti. 1991. “Asymptotically Efficient Estimationof Cointegration Regression.” Econometric Theory 7: pp. 1—21.123. Stock, James and Mark Watson. 1993. “A Simple Estimatorof Cointegrating Vectors in Higher Order Integrated Systems.”Econometrica 61: pp. 783—820.124. Samuelson, Paul A. 1964. “Theoretical Notes on Trade Problems.”Review of Economics and Statistics 46: pp. 145—54.125. Schwarz, Gideon. 1978. “Estimating the Dimension of a Model”The Annals of Statistics 6: pp.461—464.126. Schwert, G. William. 1989. “Tests for Unit Roots: A Monte CarloInvestigation.” Journal of Business and Economics Statistics 7:pp. 147—159.127. Shiller, Robert J. 1981. “Do Stock Prices Move Too Much tobe JustiÞed by Subsequent Changes in Dividends?” AmericanEconomic Review 71: pp. 421—435.128. Siegel, Jeremy J. 1972. “Risk, Interest Rates and the ForwardExchange.” Quarterly Journal of Economics 86: pp. 303-309.129. Sims, Christopher A. 1980. “Macroeconomics and Reality.” Econometrica48: pp. 1-48.