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Book Reviews

Book reviews

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Pages 117-125 | Published online: 10 Nov 2009

References

  • Banerjee , A. , Dolado , J. , Galbraith , J. W. and Hendry , D. F. 1993 . Co‐integration, Error‐Correction, and the Econometric Analysis of Non‐Stationary Data , Oxford : Oxford University Press .
  • Campbell , J. Y. and Perron , P. 1991 . “Pitfalls and opportunities: what macroeconomists should know about unit roots” . In NBER Macroeconomics Annual 1991 , Edited by: Blanchard , O. J. and Fischer , S. Cambridge, MA : MIT Press .
  • Hall , A. 1994 . “Testing for a unit root in time series with pretest data‐based model selection” . Journal of Business and Economic Statistics , 12 : 461 – 470 .
  • Hamilton , J. D. 1994 . Time Series Analysis , Princeton, NJ : Princeton University Press .
  • Hansen , H. and Juselius , K. 1995 . “CATS in RATS: cointegration analysis of time series” . Institute of Economics, University of Copenhagen .
  • Hendry , D. F. 1995 . Dynamic Econometrics , Oxford : Oxford University Press .
  • Hendry , D. F. and Doomik , J. A. 1994 . “Modelling linear dynamic econometric systems” . Scottish Journal of Political Economy , 41 : 1 – 33 .
  • Hey , J. D. 1996 . “The Economic Journal: report of the managing editor” . Royal Economic Society Newsletter , : 3 – 5 .
  • Hylleberg , S. , Engle , R. F. , Granger , C. W. J. and Yoo , B. S. 1990 . “Seasonal integration and cointegration” . Journal of Econometrics , 44 : 215 – 238 .
  • McDermott , C. J. 1990 . “Cointegration: origins and significance for economists” . New Zealand Economic Papers , 24 : 1 – 23 .
  • Perron , P. 1988 . “Trends and random walks in macroeconomic time series: further evidence from a new approach” . Journal of Economic Dynamics and Control , 12 : 297 – 332 .
  • Schwert , G. W. 1989 . “Tests for unit roots: a Monte Carlo investigation” . Journal of Business and Economic Statistics , 7 : 147 – 159 .

References

  • Arasden , A. 1989 . Asia's New Giant: South Korea and Late Industrialisation , New York : Oxford University Press .
  • Bello , W. and Rosenfeld , S. 1990 . Dragons in Distress: Asia's Miracle Economies in Crisis , Harmondsworth : Penguin .
  • Fields , G. and Wan , S. 1989 . “Wage‐setting institutions and economic growth” . World Development , 17 : 1471 – 1483 .

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