References
- Ansley , C. F. 1979 . An algorithm for the exact likelihood of a mixed autoregressive-moving average process . Biometrika , 66 : 59 – 66 .
- Choudry , T. , Placone , D. and Wallace , M. 1991 . Changes in the fisher effect in the 1980s: evidence from various models . Journal of Economics and Business , 43 ( 1 ) : 59 – 68 .
- Cornell , B. 1983 . The money supply announcement puzzle: review and interpretation . American Economic Review , 73 ( 4 ) : 644 – 657 .
- Fisher , S. 1979 . Anticipation and the nonneutrality of money . Journal of Political Economy , 87 ( 2 ) : 225 – 252 .
- Hillmer , S. C. and Tiao , C. C. 1979 . Likelihood function of stationary multiple autoregressive moving average models . Journal of the American Statistical Association , 74 : 632 – 660 .
- Hirschleifer , J. 1970 . Investment, interest, and capital , New Jersey : Prentice-Hall, Inc. .
- Jenkins , G. M. and Alavi , A. S. 1981 . Some aspects of modeling and forecasting multivariate time series . Journal of Time Series Analysis , 2 : 1 – 47 .
- Rose , A. K. 1988 . Is the real interest rate stable? . Journal of Finance , 43 ( 5 ) : 1095 – 1112 .
- Schwert , G. W. 1987 . Effects of model specification on tests for unit roots in macroeconomic data . Journal of Monetary Economics , 20 ( 1 ) : 73 – 103 .
- Tiao , G. C. and Box , G. E. P. 1981 . Modeling multiple time series with applications . Journal of the American Statistical Association , 76 : 802 – 816 .