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Persistence of Shocks and their Sources in a Multisectoral Model of UK Output Growth
11 references·16 citing·41 second hop
Persistence of Shocks and their Sources in a Multisectoral Model of UK Output Growth (1992)Persistence of Shocks and their Sources i…Persistence, cointegration, and aggregation (1993)Persistence, cointegration, a…Unit roots in real GNP: Do we know, and do we care? (1990)Unit roots in real GNP: Do we…The limits to rational expectations (1989)The limits to rational expect…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…International evidence on the persistence of economic fluctuations (1989)International evidence on the…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Are Output Fluctuations Transitory? 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this work references cited by second hop

References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1988Sources of Business Cycle Fluctuations653 cited
  • 1989The limits to rational expectations469 cited
  • 1989International evidence on the persistence of economic fluctuations266 cited
  • 1990Unit roots in real GNP: Do we know, and do we care?265 cited
  • 1993Persistence, cointegration, and aggregation120 cited

Cited by

  • 2011Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea234 cited
  • 1994Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?226 cited
  • 2006Testing Twin Deficits Hypothesis using VARs and Variance Decomposition106 cited
  • 2016The relationship between real GDP, CO 2 emissions, and energy use in the GCC countries: A time series approach

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99 cited
  • 1996Trade, strategic innovation and strategic environmental policy — a general analysis73 cited
  • 2001A multivariate cointegrating vector auto regressive model of freight transport demand: evidence from Indian railways52 cited
  • 2007Dynamics of fiscal and current account deficits in Thailand: an empirical investigation47 cited
  • 2011Global Mobility in the 21st Century43 cited
  • 2006A dynamic analysis of the impact of uncertainty on import- and/or export-led growth: The experience of Japan and the Asian Tigers38 cited
  • 1992Aggregate shocks and macroeconomic fluctuations: A bayesian approach37 cited
  • 1996Persistence in foreign exchange rates36 cited
  • 2000A Disaggregated Markov‐Switching Model of the Business Cycle in UK Manufacturing32 cited
  • 1998Does money cause prices, or the other way around?31 cited
  • 2004The Characteristics of Macroeconomic Shocks in the CFA Franc Zone25 cited
  • 1998Cross-country interdependencies in growth dynamics: A model of output growth in the G7 economies, 1960–199425 cited
  • 2015Economics and finance in Indonesia21 cited