Ejemplo de Proyecto WM

Page 18

2000

The Framework for the Conduct of Monetary Policy in Canada: Some Recent Developments, International

Monetary

Fund,

(http://www.imf.org/external/pubs/ft/seminar/2000/targets/freedman1.htm). Céline; Graham, Christopher y Ying Liu 2004

Financial Conditions Indexes for Canada. Bank of Canada Working Paper N° 22

Goodhart, Charles y Boris Hofmann 2001

Asset Prices, Financial Conditions, and the Transmission of Monetary Policy. University of Bonn y London School of Economics.

Johansen, Soren. 1988

Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, Vol. 12, N° 2, pp. 231-254.

1991

Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Models. Econometrica, Vol. 59, N° 6, pp. 1551-1580.

Kwiatkowsky, D. Phillips, P.C.B., P. Schmidt and Y. Shin 1992

Testing the Null Hypothesis of Stationary against the Alternative of a Unit Root. Journal of Econometrics, Vol. 54, pp. 159-178.

Loveday, James; Molina, Oswaldo y Roddy Rivas-Llosa 2004

Mecanismos de transmisión de la política monetaria y el impacto de una devaluación en el nivel de las firmas. BCRP, Revista Estudios Económicos N° 12, Lima.

Ng, S. and P. Perron 2001

LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power. Econometrica, Vol. 69, N° 6, pp. 1519-1554.

Osborne-Kinch, Jenny y Sarah Holton

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