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DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS
16 references·1 citing·32 second hop
DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS (2010)DYNAMICS OF INFLATION, OUTPUT GROWTH AND …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…A Positive Theory of Monetary Policy in a Natural Rate Model (1983)A Positive Theory of Monetary…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …The relationship between inflation and economic growth in Ethiopia (2014)The relationship between infl…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Statistical analysis of cointegration vectors (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Trends and random walks in macroeconmic time series (1982)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)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1983A Positive Theory of Monetary Policy in a Natural Rate Model2,212 cited

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1981
A Positive Theory of Monetary Policy in a Natural-Rate Model
2,177 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • Cited by

    • 2014The relationship between inflation and economic growth in Ethiopia15 cited