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Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997
16 references·1 citing·31 second hop
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 (2003)Nonlinear Equilibrium Correction in U.S. …Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Threshold Cointegration (1997)Threshold CointegrationTesting the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…A Model of the Demand for Money by Firms (1966)A Model of the Demand for Mon…The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test (2006)The equilibrium relationship …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Dynamic Econometrics (1995)Do Firms Rebalance Their Capital Structures? (2005)A Model of the Consumption Response to Fiscal Stimulus Payments (2014)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1966A Model of the Demand for Money by Firms1,338 cited
  • 1997Threshold Cointegration1,042 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited

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  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
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    • 2006The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test24 cited