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Along the New Keynesian Phillips Curve with Nominal and Real Rigidities
16 references·0 citing·28 second hop
Along the New Keynesian Phillips Curve with Nominal and Real Rigidities (2004)Along the New Keynesian Phillips Curve wi…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Job Creation and Job Destruction in the Theory of Unemployment (1994)Job Creation and Job Destruct…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…On the Efficiency of Matching and Related Models of Search and Unemployment (1990)On the Efficiency of Matching…Testing for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Production, growth and business cycles (1988)Production, growth and busine…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)MONOPOLISTIC COMPETITION AND …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)A New Approach to Consumer Theory (1976)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Model of Growth Through Creative Destruction (1992)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)Reassessing the Ins and Outs of Unemployment (2007)Workplace Heterogeneity and the Rise of West German Wage Inequality* (2013)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1975MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY7,391 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1994Job Creation and Job Destruction in the Theory of Unemployment3,846 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1988Testing for Common Trends1,894 cited
  • 1990

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On the Efficiency of Matching and Related Models of Search and Unemployment
1,547 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
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