期刊文献+

2003年诺贝尔经济科学奖特评——2003年诺贝尔经济学奖介绍及对中国经济学与金融学研究的启示 被引量:1

Special review:2003 Noble Prize in Economic Sciences --Introduction to the Work of 2003 Nobel Prize Winners in Economic Sciences and Its Implications for economic and financial researches in China
下载PDF
导出
摘要 本文概要地介绍了2003年诺贝尔经济学奖得主恩格尔与格兰杰的主要获奖成就,并就中国经济与金融学研究的某些方面所能获得的启示谈了个人的某些看法。
作者 卢祖帝
出处 《管理评论》 2003年第9期56-61,共6页 Management Review
基金 国家自然科学基金项目(70271003) 国家自然科学创新研究群体基金项目(70221001)
  • 相关文献

参考文献38

  • 1Banerjee, A., Dolado, J., Galbraith, J. W. and Hendry, D. F. Co-Integration, Error-Correction, and the Econometric Analysis of Non-Stationary Data, Oxford University Press, Oxford, 1993
  • 2Bollerslev, T. Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics 31,307-327,1986
  • 3Campbell, J. Y.: 1987, Does saving anticipate declining labor income? An alternative test of the permanent income hypothesis,Econometrica 55, 1249-1273.
  • 4Campbell, J. Y. and Shiner, R. J., Cointegration and tests of present value models, Journal of Political Economy 95, 1062-1088,1987
  • 5Campbell, J. Y. and Shiller, R. J., The dividend-price ratio and expectations of future dividends and discount factors, Review of Financial Studies 1, 195-228,1988
  • 6Cochrane, J. Y., Permanent and transitory components of GNP and stock prices, Quarterly Journal of Economics 109, 241-266,1994
  • 7Culver, S. E. and PapeR, D. H., Long-run purchasing power parity with short-run data: Evidence with a null hypothesis of stationarity, Journal of International Money and Finance 18, 751-768,1999
  • 8Ding, Z., Granger, C. W. J. and Engle, R. F., A long memory property of stock market returns and a new model, Journal of Empirical Finance 1, 83-106, 1993
  • 9Engle, R. F., Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation, Econometrica 50, 987-1007, 1982
  • 10Engle, R. F., Multivariate GARCH with factor structures-cointegration in variance, unpublished paper, Department of Economics,University of California, San Diego, 1987

同被引文献3

引证文献1

二级引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部