Volume 9, Supplement

December, 1994

	Special Issue on Calibration Techniques and Econometrics Guest Editor: Adrian Pagan
	Introduction
	Calibration and Econometric Research: An Overview A. Pagan	S1
	The RBC Models Through Statistical Inference: An Application with French Data P. Feve and F. Langot	S11
	Testing the Implications of Long-run Neutrality for Monetary Business Cycle Models J.M. Nason and T. Cogley	S37
	Asset Trading, Transaction Costs and the Equity Premium S.J. Fisher	S71
	A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence C.A. Favero, M.H. Pesaran and S. Sharma	S95
	Cyclical properties of a Real Business Cycle Model P. Soderlind	S113
	Statistical Inference in Calibrated Models F. Canova	S123
	The Linear Quadratic Adjustment Cost Model and the Demand for Labour T. Engsted and N. Haldrup	S145
	Call for Papers
	Conference Programme
	Author Index

© 2005 by John Wiley & Sons, Ltd.