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Driving economic fluctuations in Peru: the role of the terms of trade
16 references·6 citing·39 second hop
Driving economic fluctuations in Peru: the role of the terms of trade (2017)Driving economic fluctuations in Peru: th…Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…The Effect of Monetary Policy on Real Commodity Prices (2006)The Effect of Monetary Policy…The transmission of US shocks to Latin America (2005)The transmission of US shocks…Explaining business cycles in small open economies (2002)Explaining business cycles in…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Annual World Bank Conference on Development Economics 2000 (2001)Annual World Bank Conference …The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations (1995)The Terms of Trade, the Real …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Testing for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Proper Risk Aversion (1987)Proper Risk AversionTesting for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect (1983)The Terms of Trade and the Cu…Aggregate Spending and the Terms of Trade: Is There a Laursen-Metzler Effect? (1982)Aggregate Spending and the Te…Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries (2023)Effects of external shocks on…Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility (2022)Time changing effects of exte…Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR (2022)Presidential approval in Peru…Do terms of trade affect economic growth? Robust evidence from India (2022)Do terms of trade affect econ…Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model (2021)Evolution of Monetary Policy …The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach (2019)The role of credit supply sho…Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?The Optimum Quantity of Money: and Other Essays (1971)International Evidence on the Determinants of Private Saving (1995)International Financial Adjustment (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Analysis: Forecasting and Control (1977)Testing for unit roots in heterogeneous panels (2003)Real Business Cycles in a Small Open Economy (1991)International Real Business Cycles (1992)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Sudden Stops, Financial Crises, and Leverage (2010)Finance and Development: A Tale of Two Sectors (2011)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1996)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Macroeconomics and Reality (1980)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Closing Small Open Economy Models (2002)Growth Dynamics: The Myth of Economic Recovery (2008)From Financial Crash to Debt Crisis (2011)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Time Series Regression with a Unit Root (1987)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1988Testing for Common Trends1,894 cited
  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,476 cited
  • 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations1,007 cited
  • 1983The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect556 cited
  • 1987Proper Risk Aversion540 cited
  • 2005The transmission of US shocks to Latin America530 cited
  • 1982Aggregate Spending and the Terms of Trade: Is There a Laursen-Metzler Effect?465 cited
  • 2002Explaining business cycles in small open economies418 cited
  • 2001Annual World Bank Conference on Development Economics 2000228 cited

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  • 2006The Effect of Monetary Policy on Real Commodity Prices226 cited
  • Cited by

    • 2021Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model31 cited
    • 2022Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR29 cited
    • 2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries29 cited
    • 2022Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility22 cited
    • 2022Do terms of trade affect economic growth? Robust evidence from India21 cited
    • 2019The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach15 cited