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INCOME PERSISTENCE AND MACRO‐POLICY FEEDBACKS IN THE US*
16 references·1 citing·46 second hopsampled
INCOME PERSISTENCE AND MACRO‐POLICY FEEDBACKS IN THE US* (1996)INCOME PERSISTENCE AND MACRO‐POLICY FEEDB…The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications (1999)The Information in the High Y…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Understanding Consumption (1992)Understanding ConsumptionRecursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Speculative Dynamics (1991)Speculative DynamicsRecursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Variable Trends in Economic Time Series (1988)Variable Trends in Economic T…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …The Time Series Consumption Function Revisited (1985)The Time Series Consumption F…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Macroeconomics and Reality (1980)Macroeconomics and RealityEconometric policy evaluation: A critique (1976)Econometric policy evaluation…Implications of household-level evidence for policy models: the case of macro-financial linkages (2020)Implications of household-lev…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Generalized impulse response analysis in linear multivariate models (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Tests For Unit Roots: A Monte Carlo Investigation (1988)5 Stochastic volatility (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Introductory Econometrics for Finance (2008)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Endogenous Technological Change (1990)Dynamic Econometrics (1995)Precautionary Saving and Social Insurance (1995)From Physical to Human Capital Accumulation: Inequality and the Process of Development (2004)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1992Understanding Consumption1,461 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
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  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence405 cited
  • 1985The Time Series Consumption Function Revisited389 cited
  • 1999

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The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications
319 cited

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  • 2020Implications of household-level evidence for policy models: the case of macro-financial linkages13 cited