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On persistence of shocks to economic variables
7 references·4 citing·38 second hop
On persistence of shocks to economic variables (1992)On persistence of shocks to economic vari…Output and unemployment dynamics in the United States: 1950–1985 (1989)Output and unemployment dynam…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics (2008)The relationship between the …Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment (1998)Nonlinear VAR: Some Theory an…An Empirical Investigation of Shock Persistence in Economic Time Series* (1995)An Empirical Investigation of…The Cyclical Component in Brazilian GDP (1993)The Cyclical Component in Bra…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for unit roots and persistence in OECD unemployment rates (1993)Cyclical output, cyclical unemployment, and Okun's coefficient: A new approach (1995)Economic growth and unemployment issue: Panel data analysis in Eastern European Countries (2018)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Why Has U.S. Inflation Become Harder to Forecast? (2007)Emerging Market Business Cycles Revisited: Learning about the Trend (2008)The persistent-transitory representation for earnings processes (2014)TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP (2014)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)Measuring Business Cycles (1947)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Permanent and Transitory Components of GNP and Stock Prices (1994)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Impulse response analysis in nonlinear multivariate models (1996)The non‐linear dynamics of output and unemployment in the U.S. (2001)Cost efficiency in the retail payment networks: first evidence from the Italian credit card system (2003)Do Capital Gains Affect Consumption? Estimates of Wealth Effects from Italian Households’ Behavior (2006)Some International Evidence on Output-Inflation Tradeoffs. (1973)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Testing for a Unit Root in Time Series Regression (1988)
this work references cited by second hop

References

  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1989Output and unemployment dynamics in the United States: 1950–1985196 cited

Cited by

  • 2008The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics55 cited
  • 1998Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment43 cited
  • 1995An Empirical Investigation of Shock Persistence in Economic Time Series*15 cited
  • 1993The Cyclical Component in Brazilian GDP15 cited

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