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Extracting Information from the Data: A European View on Empirical Macro
16 references·6 citing·41 second hop
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this work references cited by second hop

References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited
  • 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 2001Causality in Macroeconomics503 cited
  • 1999Forecasting Non-Stationary Economic Time Series419 cited
  • 1991The Scientific Illusion in Empirical Macroeconomics378 cited
  • 1987THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL1366 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1989An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz326 cited
  • 2003Knowledge, information, and expectations in modern macroeconomics : in honor of Edmund S. Phelps196 cited
  • 1989The new classical macroeconomics: a sceptical inquiry123 cited
  • 1996

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Beyond microfoundations : post Walrasian macroeconomics
71 cited
  • 2000Models and relations in economics and econometrics39 cited
  • Cited by

    • 2009Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics22 cited
    • 2014TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION17 cited
    • 2009The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely17 cited
    • 2021Searching for a Theory That Fits the Data: A Personal Research Odyssey15 cited
    • 2013Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It14 cited
    • 2007Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression12 cited