Stochastic trends and short-run relationships between financial variables and real activity
By: Toru Konishi, Valerie A. Ramey, Clive W.J. Granger.
Contributors: Ramey, Valerie A.; Granger, C. W. J. 1934-; National Bureau of Economic Research.; National Science Foundation (U.S.)
Series: NBER working paper series -- working paper no. 4275; Working paper series (National Bureau of Economic Research) -- working paper no. 4275.
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, MA
Language: eng
Number of pages: 19
Subjects: Finance -- United States -- Econometric models.; Stochastic processes.; Economic forecasting.
Notes: "Financial support from the National Science Foundation, grants SES-9022947 and SES-9023087."

"February 1993."

Includes bibliographical references (p. [18]-19).

Binghamton University Libraries' copy bound with: Some empirical evidence on the effects of monetary policy shocks on exchange rates.