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Multivariate estimates of the permanent components of GNP and stock prices

, and . Journal of Economic Dynamics and Control, 12 (2-3): 255--296 (00 1988)

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How Big Is the Random Walk in GNP?. The Journal of Political Economy, 96 (5): 893--920 (October 1988)ArticleType: primary\_article / Full publication date: Oct., 1988 / Copyright © 1988 The University of Chicago Press.Shocks. NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)A Cross-Sectional Test of an Investment-Based Asset Pricing Model. Journal of Political Economy, 104 (3): 572 (Jan 1, 1996)doi: 10.1086/262034.Multivariate estimates of the permanent components of GNP and stock prices, and . Journal of Economic Dynamics and Control, 12 (2-3): 255--296 (00 1988)Identifying the output effects of monetary policy. NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1995)A Simple Test of Consumption Insurance. Journal of Political Economy, 99 (5): 957 (Jan 1, 1991)doi: 10.1086/261785.A critique of the application of unit root tests. Journal of Economic Dynamics and Control, 15 (2): 275--284 (April 1991)Money as stock. Journal of Monetary Economics, 52 (3): 501--528 (April 2005)The risk and return of venture capital. Journal of Financial Economics, 75 (1): 3--52 (January 2005)Volatility tests and efficient markets : A review essay. Journal of Monetary Economics, 27 (3): 463--485 (June 1991)