HUS Revisited. - ORA - Oxford University Research Archive

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.

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APA Style

Hendry, D. (1994). HUS Revisited. Oxford Review of Economic Policy, 10.

MLA Style

Hendry, D. “HUS Revisited.” Oxford Review of Economic Policy, vol. 10, 1994.

Chicago Style

Hendry, D. 1994. “HUS Revisited.” Oxford Review of Economic Policy 10.
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Authors

+ Hendry, D More by this author

Role:: Author

Journal:: Oxford Review of Economic Policy More from this journal
Volume:: 10
Publication date:: 1994-01-01
ISSN:: 0266-903X

Language:: English
UUID:: uuid:7e686da7-da07-4dc2-a4cc-6001e945c2ad
Local pid:: oai:economics.ouls.ox.ac.uk:11295
Deposit date:: 2011-08-16
ARK identifier:: ark:/29072/ora_7e686da7da074dc2a4cc6001e945c2ad

Terms of use

Copyright date:: 1994

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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