The International Economic Review was established in 1960 by two of the most active and acclaimed scholars in the economics profession: Michio Morishima, who was then at Osaka University's Institute ...

Frequency domain estimation and tests of hypotheses are considered for a general multivariate distributed lag regression model. The usual vector of regression functions is replaced by a matrix of ...

This example shows the use of the %PDL macro for polynomial distributed lag models. Simulated data is generated so that Y is a linear function of six lags of X, with the lag coefficients following a ...