HUS Revisited.

C-Tier
Journal: Oxford Review of Economic Policy
Year: 1994
Volume: 10
Issue: 2
Pages: 86-106

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We reconsider the model of Hendry and von Ungern-Sternberg (1981) on a recent data vintage. The data have been extensively revised since their study, such that their model no longer holds over the sample period they used, so the effects of data revisions are studied. Issues of functional form, seasonality, liquidity, uncertainty, dynamics, cointegration, structural change, financial deregulation, inflation and relative prices are considered. A revised specification is proposed which seems congruent with the data evidence and is constant over the sample, and its interpretation is discussed. Copyright 1994 by Oxford University Press.

Technical Details

RePEc Handle
repec:oup:oxford:v:10:y:1994:i:2:p:86-106
Journal Field
General
Author Count
1
Added to Database
2026-02-02