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A Long run structural macroeconometric model of the UK
16 references·16 citing·33 second hopsampled
A Long run structural macroeconometric model of the UK (2003)A Long run structural macroeconometric mo…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Foundations of International Macroeconomics (1997)Foundations of International …The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…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…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)The Optimal Degree of Commitm…A Positive Theory of Monetary Policy in a Natural Rate Model (1983)A Positive Theory of Monetary…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Oil exports and the Iranian economy (2012)Oil exports and the Iranian e…AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS (2012)AN EMPIRICAL GROWTH MODEL FOR…Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects (2010)Trade creation and diversion …Regional Financial Spillovers Across Europe (2009)Regional Financial Spillovers…Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging (2008)Rough and lonely road to pros…Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil prices, inflation and int…Long Run Macroeconomic Relations in the Global Economy (2007)Long Run Macroeconomic Relati…A structural VAR business cycle model for a volatile small open economy (2007)A structural VAR business cyc…Practical Model-Based Monetary Policy Analysis: A How-To Guide (2006)Practical Model-Based Monetar…Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling (2006)Making a match: Combining the…MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* (2006)MACROECONOMETRIC MODELLING WI…Is bank portfolio riskiness procyclical? (2006)Is bank portfolio riskiness p…Global and National Macroeconometric Modelling (2006)Global and National Macroecon…Food scares, market power and price transmission: the UK BSE crisis (2006)Food scares, market power and…A Practical Model-Based Approach to Monetary Policy Analysis - Overview (2006)A Practical Model-Based Appro…Forecast Uncertainties in Macroeconomic Modeling (2003)Forecast Uncertainties in Mac…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)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)Stochastic Simulation (1987)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)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)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Reputation and imperfect information (1982)International Norm Dynamics and Political Change (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Varieties of Capitalism (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Numerical distribution functions of likelihood ratio tests for cointegration (1999)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 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
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1985The Optimal Degree of Commitment to an Intermediate Monetary Target3,687 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1983A Positive Theory of Monetary Policy in a Natural Rate Model2,212 cited
  • 1981A Positive Theory of Monetary Policy in a Natural-Rate Model2,177 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited

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  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • Cited by

    • 2007Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries650 cited
    • 2008Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging254 cited
    • 2003Forecast Uncertainties in Macroeconomic Modeling154 cited
    • 2007Long Run Macroeconomic Relations in the Global Economy135 cited
    • 2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE*127 cited
    • 2012AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS123 cited
    • 2006A Practical Model-Based Approach to Monetary Policy Analysis - Overview122 cited
    • 2006Food scares, market power and price transmission: the UK BSE crisis120 cited
    • 2010Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects119 cited
    • 2006Practical Model-Based Monetary Policy Analysis: A How-To Guide110 cited
    • 2006Is bank portfolio riskiness procyclical?103 cited
    • 2009Regional Financial Spillovers Across Europe103 cited
    • 2006Global and National Macroeconometric Modelling102 cited
    • 2012Oil exports and the Iranian economy99 cited
    • 2007A structural VAR business cycle model for a volatile small open economy96 cited
    • 2006Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling74 cited