References
- Bomhoff , EJ . 1990 . Stability of velocity in the group of seven countries: a Kalman Filter approach, IMF Working Paper No. 90/80
- Christiano , LJ . 1989 . P*: not the inflation forecaster's holy grail . Federal Reserve Bank of Minneapolis Quarterly Review , 13 : 3 – 18 .
- Croker , RJ and Haas , RD . 1991 . Price pressure gaps: an application of P* using Korean data, IMF Working Paper No. 91/26
- Garcia-Herrero , A and Pradhan , MV . 1998 . The domestic and foreign price gaps in the P-star model: evidence from Spain, IMF Working Paper No. 98/64
- Hallman , JJ , Porter , RD and Small , DH . 1989 . M2 per unit of potential gnp as an anchor for the price level, board of governors of the federal reserve system, Staff Study No. 157
- Hallman , JJ , Porter , RD and Small , DH . 1991 . Is the price level tied to the M2 monetary aggregate in the long run? . American Economic Review , 81 : 841 – 58 .
- Harvey , AC . 1989 . Forecasting, Structural Time Series Models and the Kalman Filter , Cambridge : Cambridge University Press .
- Harvey , AC . 1990 . The Econometric Analysis of Time Series Models , 2nd , New York : Philip Allen Press .
- Harvey , AC . 1993 . Time Series Models , 2nd , Hempstead : Harvester Wheatsheaf Press .
- Hoeller , P and Poret , P . 1991 . P-star as an indicator of inflationary pressure, OECD department of economics and statistics, Working Paper No. 101
- Kole , LS and Leahy , MP . 1991 . The Usefulness of P* measures for Japan and Germany, board of governors of the federal reserve system, International Finance Discussion Papers No. 414
- Koopman , SJ , Harvey , AC , Doornik , JA and Shephard , N . 2000 . Stamp 6.3: structural time series analyser, modeller and predictor , London : Timberlake Consultants Press .
- Moosa , IA . 1998 . A test of the P-star model . Applied Economics Letters , 5 : 441 – 3 .
- Pecchenino , R and Rasche , RH . 1990 . P* type models: evaluation and forecast . International Journal of Forecasting , 6 : 421 – 40 .
- Todter , KH and Reimers , HE . 1993 . P-star as a link between money and prices in Germany . Weltwirtschaftliches Archiv , 130 : 273 – 89 .
- Torres , R and Martin , JP . 1990 . Measuring potential output in the seven major OECD countries, OECD economics studies, Working Paper No. 14