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Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model
16 references·1 citing·46 second hop
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References

  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1993Introduction to Multiple Time Series Analysis1,926 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?801 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2001Explaining Cointegration Analysis: Part II552 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance472 cited
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  • 1992Impulse response analysis of cointegrated systems433 cited
  • 2007Output, the Stock Market, and Interest Rates383 cited
  • 1981King Charles I319 cited
  • 2003THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR250 cited
  • 2003A Long run structural macroeconometric model of the UK225 cited
  • 1996Interpreting cointegrating vectors and common stochastic trends

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  • 2008Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective16 cited