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TRENDS AND STRUCTURAL CHANGES IN MACROECONOMIC TIME SERIES
8 references·1 citing·35 second hop
TRENDS AND STRUCTURAL CHANGES IN MACROECONOMIC TIME SERIES (1991)TRENDS AND STRUCTURAL CHANGES IN MACROECO…Non-Stationarities in Macro-Economic Time Series -- Further Evidence and Implications (1986)Non-Stationarities in Macro-E…Do Equilibrium Real Business Cycle Theories Explain Postwar U. S. Business Cycles? (1986)Do Equilibrium Real Business …Economics of Worldwide Stagflation (1985)Economics of Worldwide Stagfl…Pitfalls in the use of Time as an Explanatory Variable in Regression (1983)Pitfalls in the use of Time a…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Estimation for Autoregressive Processes with Unit Roots (1979)Estimation for Autoregressive…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Unit root tests with double trend breaks and the 1990s recession in Japan (2000)Unit root tests with double t…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Long-run monetary neutrality and the unit-root hypothesis: further international evidence (2003)Granger-Causality in the presence of structural breaks (2008)Economic spillovers between related derivatives markets: The case of commodity and freight markets (2014)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Time to Build and Aggregate Fluctuations (1982)Oil and the Macroeconomy since World War II (1983)Recent Developments in Monetary Policy Analysis: The Roles of Theory and Evidence (1999)What Happens After a Technology Shock? (2003)The Dynamic Effects of Forward Guidance Shocks (2019)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Inflation, real returns and capital investment (1982)Macroeconomics news and the stock market (1989)Co-Integration, Error and Purchasing Power Parity between Canada and the United States (1990)Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests (2002)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Output and unemployment dynamics in the United States: 1950–1985 (1989)On the Casual Relationship between Government Expenditures and National Income (1990)RACE AND CRIME IN POSTWAR AMERICA: DETERMINANTS OF AFRICAN‐AMERICAN AND WHITE RATES, 1957–1988* (1992)Hysteresis and the European Unemployment Problem (1986)The New Politics of the Welfare State (2001)Oil and the Macroeconomy Since the 1970s (2004)Properties of Predictors for Autoregressive Time Series (1981)A Causal Analysis of Defense Spending and Economic Growth (1991)Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1985Economics of Worldwide Stagflation1,296 cited
  • 1983Pitfalls in the use of Time as an Explanatory Variable in Regression204 cited
  • 1979Estimation for Autoregressive Processes with Unit Roots101 cited
  • 1986Non-Stationarities in Macro-Economic Time Series -- Further Evidence and Implications82 cited
  • 1986Do Equilibrium Real Business Cycle Theories Explain Postwar U. S. Business Cycles?75 cited

Cited by

  • 2000Unit root tests with double trend breaks and the 1990s recession in Japan29 cited

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