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51 changes: 51 additions & 0 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -4073,3 +4073,54 @@ @book{Nummelin_1984
year = {1984},
doi = {10.1017/CBO9780511526237}
}

@article{friedman1968role,
author = {Friedman, Milton},
title = {The Role of Monetary Policy},
journal = {American Economic Review},
volume = {58},
number = {1},
pages = {1--17},
year = {1968}
}

@article{nelson_plosser1982,
author = {Nelson, Charles R. and Plosser, Charles I.},
title = {Trends and Random Walks in Macroeconomic Time Series:
Some Evidence and Implications},
journal = {Journal of Monetary Economics},
volume = {10},
number = {2},
pages = {139--162},
year = {1982}
}

@incollection{blanchard_summers1986,
author = {Blanchard, Olivier J. and Summers, Lawrence H.},
title = {Hysteresis and the {European} Unemployment Problem},
booktitle = {NBER Macroeconomics Annual 1986, Volume 1},
editor = {Fischer, Stanley},
publisher = {MIT Press},
pages = {15--78},
year = {1986}
}

@article{roed1997hysteresis,
author = {Røed, Knut},
title = {Hysteresis in Unemployment},
journal = {Journal of Economic Surveys},
volume = {11},
number = {4},
pages = {389--418},
year = {1997}
}

@article{kapetanios_shin_snell2003,
author = {Kapetanios, George and Shin, Yongcheol and Snell, Andy},
title = {Testing for a Unit Root in the Nonlinear {STAR} Framework},
journal = {Journal of Econometrics},
volume = {112},
number = {2},
pages = {359--379},
year = {2003}
}
2 changes: 2 additions & 0 deletions lectures/_toc.yml
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Expand Up @@ -154,6 +154,8 @@ parts:
- file: pandas_panel
- file: ols
- file: mle
- file: unemployment_linear
- file: unemployment_nonlinear
- caption: Auctions
numbered: true
chapters:
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