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A VAR Analysis of Economic Interdependence: Canada, the United States, and the Rest of the World
16 references·2 citing·37 second hop
A VAR Analysis of Economic Interdependence: Canada, the United States, and the Rest of the World (1986)A VAR Analysis of Economic Interdependenc…The Output Cost of Disinflation in Traditional and Vector Autoregressive Models (2003)The Output Cost of Disinflati…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1985)Lag-Length Selection and Test…International asset substitutability : theory and evidence for Canada (1985)International asset substitut…An Empirical Analysis of the Markets for Goods, Money, and Credit (1985)An Empirical Analysis of the …Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (1984)Money, Real Interest Rates, a…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…Pitfalls in the use of Time as an Explanatory Variable in Regression (1983)Pitfalls in the use of Time a…Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (1983)Money, Real Interest Rates, a…Currency Substitution, Postal Strikes, and Canadian Money Demand (1983)Currency Substitution, Postal…Currency Substitution and Instability in the World Dollar Standard: Comment (1983)Currency Substitution and Ins…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…The Output Cost of Disinflation in Traditional and Vector Autoregressive Models (1982)The Output Cost of Disinflati…The Interrelationship of Monetary Policies Under Floating Exchange Rates (1982)The Interrelationship of Mone…Macroeconomics and Reality (1980)Macroeconomics and RealityCurrency Substitution, Flexible Exchange Rates, and Monetary Independence (1978)Currency Substitution, Flexib…Money, Inflation, and the Bank of Canada: An Analysis of Canadian Monetary Policy from 1970 to Early 1975 (1976)Money, Inflation, and the Ban…Assessing the effects of U.S. shocks on the Canadian economy using alternative identification methods (2007)Assessing the effects of U.S.…Atheoretical and structural approaches to modelling Canadian-American macroeconomic interaction (1990)Atheoretical and structural a…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)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)MONEY, INCOME, AND CAUSALITY (1972)The theory and practice of econometrics (1986)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach (1997)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship* (2019)The Optimum Quantity of Money: and Other Essays (1971)Currency Substitution and the Demand for Money: Some Evidence for Canada (1982)Asset Markets, Exchange Rates and the Balance of Payments (1984)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)Expectations and the neutrality of money (1972)Money and Interest in Cash-In-Advance Economy (1984)Vector Autoregression and the Study of Politics (1989)Stock prices and domestic and international macroeconomic activity: a cointegration approach (2000)Currency substitution, capital mobility and money demand (1983)Monetary and Exchange Rate Policies for International Financial Stability: A Proposal (1988)The Rules of the Game: International Money in Historical Perspective (2016)Wage rigidity and unemployment in OECD countries (1983)A Survey of Some Recent Econometric Methods (1989)Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income (2005)Models of Inflation and the Costs of Disinflation (1992)Structural Estimates of the U.S. Sacrifice Ratio (2001)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 1985Lag-Length Selection and Tests of Granger Causality Between Money and Income285 cited
  • 1978Currency Substitution, Flexible Exchange Rates, and Monetary Independence252 cited
  • 1983Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data236 cited
  • 1983Pitfalls in the use of Time as an Explanatory Variable in Regression204 cited
  • 1983Currency Substitution and Instability in the World Dollar Standard: Comment191 cited
  • 2003The Output Cost of Disinflation in Traditional and Vector Autoregressive Models143 cited
  • 1982The Output Cost of Disinflation in Traditional and Vector Autoregressive Models138 cited
  • 1985An Empirical Analysis of the Markets for Goods, Money, and Credit50 cited
  • 1984Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data44 cited
  • 1985International asset substitutability : theory and evidence for Canada27 cited
  • 1983Currency Substitution, Postal Strikes, and Canadian Money Demand24 cited
  • 1982The Interrelationship of Monetary Policies Under Floating Exchange Rates

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20 cited
  • 1976Money, Inflation, and the Bank of Canada: An Analysis of Canadian Monetary Policy from 1970 to Early 197517 cited
  • Cited by

    • 2007Assessing the effects of U.S. shocks on the Canadian economy using alternative identification methods12 cited
    • 1990Atheoretical and structural approaches to modelling Canadian-American macroeconomic interaction11 cited