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A Structural Cointegrating VAR Approach to Macroeconometric Modelling
16 references·8 citing·40 second hop
A Structural Cointegrating VAR Approach to Macroeconometric Modelling (1998)A Structural Cointegrating VAR Approach t…The Inflation Tax in a Real Business Cycle Model (1998)The Inflation Tax in a Real B…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Atheoretical macroeconometrics: A critique (1985)Atheoretical macroeconometric…Real Business Cycles (1983)Real Business CyclesForecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Macroeconomics and Reality (1980)Macroeconomics and RealityExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…How interdependent are Eastern European economies and the Euro area? 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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1983Real Business Cycles2,076 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1998The Inflation Tax in a Real Business Cycle Model833 cited
  • 1985

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Atheoretical macroeconometrics: A critique
714 cited

Cited by

  • 2003Global Asset Liability Management94 cited
  • 2001Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy51 cited
  • 2005Comparing SVARs and SEMs: two models of the UK economy36 cited
  • 1991THE DETERMINANTS OF THE NAIRU RESPONSE IN SIMULATIONS ON THE TREASURY MODEL*36 cited
  • 2002Long–run price and income elasticities of demand for Hong Kong exports: a structural cointegrating VAR approach34 cited
  • 2009The Asymmetric Effects of a Common Monetary Policy in Europe32 cited
  • 2000Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy23 cited
  • 2015How interdependent are Eastern European economies and the Euro area?18 cited