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Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to Us Data
6 references·9 citing·34 second hop
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1999Monetary Policy Rules1,705 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1997Short‐Run Dynamics in Cointegrated Systems135 cited
  • 1999Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates61 cited
  • 1985The Theory of Economic Policy. Statics and Dynamics.40 cited

Cited by

  • 2001European integration and monetary transmission mechanisms: the case of Italy32 cited
  • 2013Granger causality, exogeneity, cointegration, and economic policy analysis29 cited
  • 2004Exchange rate pass-through in acceding countries : the role of exchange rate regimes23 cited
  • 2012Chinese Monetary Policy and the Dollar Peg18 cited
  • 2008Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion*16 cited
  • 2021Searching for a Theory That Fits the Data: A Personal Research Odyssey15 cited
  • 2011Modelling Monetary and Fiscal Policy in the US: A Cointegration Approach14 cited
  • 2016Analysing Divisia Aggregates for the Euro Area14 cited
  • 2004

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Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-Through
14 cited