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Modelling the Fisher hypothesis: World wide evidence
16 references·1 citing·31 second hop
Modelling the Fisher hypothesis: World wide evidence (2006)Modelling the Fisher hypothesis: World wi…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …The local power of some unit root tests for panel data (2004)The local power of some unit …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Discretion versus policy rules in practice (1993)Discretion versus policy rule…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 (1987)Co-Integration and Error Corr…The Economics of Money, Banking and Financial Markets (1986)The Economics of Money, Banki…Asset returns and inflation (1977)Asset returns and inflationA General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…Inflation expectations: Does the market beat econometric forecasts? (2011)Inflation expectations: Does …Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)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)Non-renewable and renewable energy consumption and CO2 emissions in OECD countries: A comparative analysis (2013)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries (2019)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2007Testing for Error Correction in Panel Data*6,105 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
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  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1977Asset returns and inflation2,701 cited
  • 2004The local power of some unit root tests for panel data2,382 cited

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  • 1986The Economics of Money, Banking and Financial Markets2,292 cited
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    • 2011Inflation expectations: Does the market beat econometric forecasts?10 cited