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Structural Approaches to Vector Autoregressions
16 references·16 citing·34 second hopsampled
Structural Approaches to Vector Autoregressions (1992)Structural Approaches to Vector Autoregre…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Co-integration and Error Correction: Representation, Estimation, and Testing (1991)Co-integration and Error Corr…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…A Traditional Interpretation of Macroeconomic Fluctuations (1989)A Traditional Interpretation …The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Vector Autoregressions and Reality (1987)Vector Autoregressions and Re…Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Are Business Cycles All Alike? (1984)Are Business Cycles All Alike?Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The impact of China's R&D subsidies on R&D investment, technological upgrading and economic growth (2021)The impact of China's R&D sub…Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle (2021)Monetary transmission in mone…The Effectiveness of Monetary Policy Transmission Channels in the Presence of Islamic Banks: The Case of Saudi Arabia (2015)The Effectiveness of Monetary…The use of SVAR analysis in determining the effects of fiscal shocks in Croatia (2011)The use of SVAR analysis in d…The dynamic adjustments of stock prices to inflation disturbances (2011)The dynamic adjustments of st…The waxing and waning of regional economies: the chicken–egg question of jobs versus people (2003)The waxing and waning of regi…Credit channel and credit shocks in Canadian macrodynamics - a structural VAR approach (2003)Credit channel and credit sho…The Effects of Monetary Policy Shocks: Comparing Contemporaneous versus Long-Run Identifying Restrictions (2001)The Effects of Monetary Polic…Macro shocks and real stock prices (2001)Macro shocks and real stock p…An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models (2001)An Introduction into the SVAR…Structural identification of permanent shocks in VEC models: A generalization (2000)Structural identification of …Money-income and credit-income relationships during the pre- and the post-liberalization periods: evidence from Malaysia (1999)Money-income and credit-incom…The Costs and Benefits of Price Stability: An Assessment of Howitt's Rule (1996)The Costs and Benefits of Pri…Do federal deficits affect interest rates? Evidence from three econometric methods (1996)Do federal deficits affect in…Vector auto regression modeling and forecasting (1995)Vector auto regression modeli…Aggregate and disaggregate sector forecasting using consumer confidence measures (1995)Aggregate and disaggregate se…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Macroeconomics and Reality (1980)Credit Rationing in Markets with Imperfect Information (1981)Time to Build and Aggregate Fluctuations (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Contribution to the Theory of Economic Growth (1956)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)What happened to the oil price-macroeconomy relationship? (1996)International Risk Sharing and the Transmission of Productivity Shocks (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)What Does Monetary Policy Do? (1996)Oil price shocks and stock market activity (1999)What are the effects of fiscal policy shocks? (2009)Testing for unit roots in heterogeneous panels (2003)Public Capital and Private Sector Performance (1991)A Cointegration Analysis of Treasury Bill Yields (1992)Smart Money, Noise Trading and Stock Price Behaviour (1993)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1991Co-integration and Error Correction: Representation, Estimation, and Testing946 cited
  • 1988Sources of Business Cycle Fluctuations653 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1984Are Business Cycles All Alike?456 cited
  • 1989A Traditional Interpretation of Macroeconomic Fluctuations386 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1988Sources of Business Cycle Fluctuations265 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1987Vector Autoregressions and Reality242 cited
  • Cited by

    • 2021The impact of China's R&D subsidies on R&D investment, technological upgrading and economic growth192 cited
    • 2003The waxing and waning of regional economies: the chicken–egg question of jobs versus people151 cited
    • 2001Macro shocks and real stock prices126 cited
    • 1995Aggregate and disaggregate sector forecasting using consumer confidence measures107 cited
    • 2001An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models80 cited
    • 1996Do federal deficits affect interest rates? Evidence from three econometric methods51 cited
    • 1995Vector auto regression modeling and forecasting51 cited
    • 2011The use of SVAR analysis in determining the effects of fiscal shocks in Croatia44 cited
    • 2011The dynamic adjustments of stock prices to inflation disturbances41 cited
    • 1999Money-income and credit-income relationships during the pre- and the post-liberalization periods: evidence from Malaysia36 cited
    • 1996The Costs and Benefits of Price Stability: An Assessment of Howitt's Rule30 cited
    • 2003Credit channel and credit shocks in Canadian macrodynamics - a structural VAR approach25 cited
    • 2001The Effects of Monetary Policy Shocks: Comparing Contemporaneous versus Long-Run Identifying Restrictions23 cited
    • 2000Structural identification of permanent shocks in VEC models: A generalization18 cited
    • 2021Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle17 cited
    • 2015The Effectiveness of Monetary Policy Transmission Channels in the Presence of Islamic Banks: The Case of Saudi Arabia16 cited