1 |
Rapach, D. E. (2003). International evidence on the long-run impact of inflation, Journal of Money, Credit and Banking, 35, 23-48.
DOI
ScienceOn
|
2 |
Runkle, D. (1987). Vector autoregressions and reality, Journal of Business and Economic Statistics, 5, 437-442.
DOI
|
3 |
Sims, C. A. and Zha, T. (1999). Error bands for impulse responses, Econometrica, 67, 1113-1155.
DOI
ScienceOn
|
4 |
길재욱 (2003). 주가동조현상에 관한 연구, <재무관리연구>, 20, 181-200.
과학기술학회마을
|
5 |
장인성 (2010). 생산성 향상이 고용에 미치는 영향 및 정책시사점, <일자리 정책연구>, 2, 국회예산정책처.
|
6 |
김인무, 김찬웅 (2001). 한국, 일본, 미국 주식시장의 정보전달: KOSDAQ, JASDAQ, NASDAQ과 거래소시장을 중심으로, <증권학회지>, 28, 481-513.
|
7 |
김치호 (1994). 소규모 개방경제의 거시경제적 충격과 경기변동, <경제학연구>, 42, 25-62.
|
8 |
김치호, 문소상 (1999). 잠재 GDP 및 인플레이션 압력 측정 결과, <금융경제연구>, 96, 한국은행.
|
9 |
Afonso, A. and Sousa, R. M. (2009). Fiscal policy, housing and stock prices, European Central Bank Working Paper Series, 990.
|
10 |
Dibooglu, S. and Aleisa, E. (2004). Oil prices, terms of trade shocks, and macroeconomic fluctuations in Saudi Arabia, Contemporary Economic Policy, 22, 50-62.
DOI
|
11 |
Enders, W. (2004). Applied Econometric Time Series, 2nd Edition, John Wiley & Sons, INC.
|
12 |
Killian, L. (1998). Small-sample confidence intervals for impulse response functions, Review of Economics and Statistics, 80, 218-230.
DOI
ScienceOn
|
13 |
Kim, S. Y. and Roubini, N. (2000). Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach, Journal of Monetary Economics, 45, 561-586.
DOI
ScienceOn
|
14 |
Pesaran, M. H., Schuermann, T. and Weiner, S. (2004). Modeling regional interdependencies using a global error-correcting macroeconometric model, Journal of Business and Economic Statistics, 22, 129-162.
DOI
ScienceOn
|