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Introduction to multiple time series
5 references·16 citing·43 second hop
Introduction to multiple time series (1993)Introduction to multiple time seriesLong-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Forecasting with Bayesian Vector Autoregressions: Five Years of Experience (1986)Forecasting with Bayesian Vec…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…A survey of time series forecasting from stochastic method to soft computing (2020)A survey of time series forec…Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness (2017)Are Small-Scale SVARs Useful …The electricity consumption and economic growth nexus: Evidence from Greece (2013)The electricity consumption a…On Monetary Policy and Stock Market Anomalies (2013)On Monetary Policy and Stock …Trade Openness and Co2Emissions in Tunisia (2011)Trade Openness and Co2Emissio…Dynamic modeling of causal relationship between energy consumption, CO2 emissions and economic growth in India (2011)Dynamic modeling of causal re…What causes economic growth in Portugal: exports or inward FDI? (2010)What causes economic growth i…The Short-Run Macroeconomic Impact of Foreign Aid to Small States: An Agnostic Time Series Analysis (2010)The Short-Run Macroeconomic I…Nuclear energy consumption and economic growth in nine developed countries (2010)Nuclear energy consumption an…Coal consumption and economic growth revisited (2009)Coal consumption and economic…Bounds test approach to cointegration and causality between nuclear energy consumption and economic growth in India (2009)Bounds test approach to coint…Budget Deficits, Money and Inflation: The Case of Ethiopia (2008)Budget Deficits, Money and In…Presidential Rhetoric and the Economy (2005)Presidential Rhetoric and the…Disaggregated industrial energy consumption and GDP: the case of Shanghai, 1952–1999 (2003)Disaggregated industrial ener…On the Endogeneity of an Exogenous OCA-Criterion: The Impact of Specialisation on the Synchronisation of Regional Business Cycles in Europe (2001)On the Endogeneity of an Exog…Aggregate consumer expectation indexes as indicators of future consumer expenditures (1998)Aggregate consumer expectatio…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? 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this work references cited by second hop

References

  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1986Forecasting with Bayesian Vector Autoregressions: Five Years of Experience629 cited

Cited by

  • 2003Disaggregated industrial energy consumption and GDP: the case of Shanghai, 1952–1999342 cited
  • 2011Dynamic modeling of causal relationship between energy consumption, CO2 emissions and economic growth in India290 cited
  • 2009Coal consumption and economic growth revisited203 cited
  • 2010Nuclear energy consumption and economic growth in nine developed countries198 cited
  • 2009Bounds test approach to cointegration and causality between nuclear energy consumption and economic growth in India173 cited
  • 2013The electricity consumption and economic growth nexus: Evidence from Greece92 cited
  • 2011Trade Openness and Co2Emissions in Tunisia88 cited
  • 2005Presidential Rhetoric and the Economy71 cited
  • 1998Aggregate consumer expectation indexes as indicators of future consumer expenditures69 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2010What causes economic growth in Portugal: exports or inward FDI?60 cited
  • 2010The Short-Run Macroeconomic Impact of Foreign Aid to Small States: An Agnostic Time Series Analysis59 cited
  • 2013On Monetary Policy and Stock Market Anomalies36 cited
  • 2001On the Endogeneity of an Exogenous OCA-Criterion: The Impact of Specialisation on the Synchronisation of Regional Business Cycles in Europe35 cited
  • 2020A survey of time series forecasting from stochastic method to soft computing32 cited
  • 2017Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness28 cited
  • 2008Budget Deficits, Money and Inflation: The Case of Ethiopia24 cited