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Optimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States
13 references·12 citing·38 second hop
Optimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States (2021)Optimum Currency Areas and Shock Asymmetr…Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994)A Residual-Based Test of the …European Monetary Unification (1993)European Monetary UnificationLM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…Optimum Currency Areas (1991)Optimum Currency AreasThe European Monetary Union: An Agnostic Evaluation (1989)The European Monetary Union: …The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Atheoretical macroeconometrics: A critique (1985)Atheoretical macroeconometric…The Econometric Analysis of Time Series. (1983)The Econometric Analysis of T…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Theory of Optimum Currency Areas (1961)A Theory of Optimum Currency …Assessing independent monetary policy in small, open and euroized countries: evidence from Western Balkan (2012)Assessing independent monetar…Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities* (2010)Regional Asymmetries in the I…Analysis of shocks affecting Europe: EMU and some central and eastern acceding countries (2009)Analysis of shocks affecting …Optimum Currency Area Theory: A Selective Review (2007)Optimum Currency Area Theory:…A Meta-Analysis of Business Cycle Correlation between the Euro Area and CEECs: What Do We Know - and Who Cares? (2007)A Meta-Analysis of Business C…A currency union for Hong Kong and Mainland China? (2006)A currency union for Hong Kon…Shocking Aspects of European Enlargement (2004)Shocking Aspects of European …Why Canada needs a flexible exchange rate (2000)Why Canada needs a flexible e…Endogenous Symmetry of Shocks in a Monetary Union (1999)Endogenous Symmetry of Shocks…Prospects of African Integration in Light of the Theory of Optimum Currency Areas (1997)Prospects of African Integrat…OPTIMUM CURRENCY AREAS AND EUROPEAN MONETARY UNIFICATION (1997)OPTIMUM CURRENCY AREAS AND EU…European Monetary Unification: Implications of Research for Policy, Implications of Policy for Research (1997)European Monetary Unification…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)No Single Currency Regime is Right for All Countries or At All Times (1999)Fear of Floating (2000)From Principles of Political Economy (2005)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Long memory processes and fractional integration in econometrics (1996)A PANIC Attack on Unit Roots and Cointegration (2004)The local power of some unit root tests for panel data (2004)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Specification Tests in Econometrics (1978)Macroeconomics and Reality (1980)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)The Economic Effects of Energy Price Shocks (2008)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Essays in Positive Economics (1954)The Endogeneity of the Optimum Currency Area Criteria (1996)Why do countries float the way they float? (2001)Dynamics of oil price, precious metal prices, and exchange rate (2009)Modelling oil price and exchange rate co-movements (2011)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1961A Theory of Optimum Currency Areas4,546 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1991Optimum Currency Areas1,840 cited
  • 1983The Econometric Analysis of Time Series.900 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration539 cited
  • 1993European Monetary Unification326 cited
  • 1989The European Monetary Union: An Agnostic Evaluation203 cited

Cited by

  • 1999Endogenous Symmetry of Shocks in a Monetary Union86 cited
  • 2007Optimum Currency Area Theory: A Selective Review78 cited

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2000
Why Canada needs a flexible exchange rate
45 cited
  • 2007A Meta-Analysis of Business Cycle Correlation between the Euro Area and CEECs: What Do We Know - and Who Cares?41 cited
  • 1997European Monetary Unification: Implications of Research for Policy, Implications of Policy for Research40 cited
  • 2006A currency union for Hong Kong and Mainland China?28 cited
  • 1997OPTIMUM CURRENCY AREAS AND EUROPEAN MONETARY UNIFICATION26 cited
  • 1997Prospects of African Integration in Light of the Theory of Optimum Currency Areas26 cited
  • 2010Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities*25 cited
  • 2004Shocking Aspects of European Enlargement22 cited
  • 2009Analysis of shocks affecting Europe: EMU and some central and eastern acceding countries20 cited
  • 2012Assessing independent monetary policy in small, open and euroized countries: evidence from Western Balkan11 cited