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Unit roots in real GNP: Do we know and do we care?
12 references·7 citing·40 second hop
Unit roots in real GNP: Do we know and do we care? (1990)Unit roots in real GNP: Do we know and do…Testing for unit roots in autoregressive moving average models (1991)Testing for unit roots in aut…A critique of the application of unit root tests (1991)A critique of the application…Permanent and Transitory Movements in Labor Income: An Explanation for "Excess Smoothness" in Consumption (1990)Permanent and Transitory Move…Merging short-and long-run forecasts (1989)Merging short-and long-run fo…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…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…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…What Determines Foreign Aid to Papua New Guinea? An Inter-temporal Model of Aid Allocation (2003)What Determines Foreign Aid t…What Determines Foreign Aid to Papua New Guinea (2003)What Determines Foreign Aid t…Consumption, income and cointegration (1997)Consumption, income and coint…The term structure of interest rates over the business cycle (1994)The term structure of interes…INTERNATIONAL EVIDENCE ON FRIEDMAN'S THEORY OF THE BUSINESS CYCLE (1993)INTERNATIONAL EVIDENCE ON FRI…Nominal exchange rates and unit roots: a reconsideration (1992)Nominal exchange rates and un…Bayesian approaches to the ‘unit root’ problem: A comment (1991)Bayesian approaches to the ‘u…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)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Inference in Linear Time Series Models with some Unit Roots (1990)Cointegration versus least squares regression (2001)Tourism forecasting: To combine or not to combine? (2007)Energy consumption-economic growth relationship and carbon dioxide emissions in China (2010)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Alternative Explanations of the Money-Income Correlation (1986)What happened to the oil price-macroeconomy relationship? (1996)Macroeconomic Shocks and Their Propagation (2016)Oil price elasticities and oil price fluctuations (2018)Testing for a Unit Root in Time Series Regression (1988)Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1992)The structure of interdependence in international stock markets (2003)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Some International Evidence on Output-Inflation Tradeoffs. (1973)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Model of Growth Through Creative Destruction (1990)A Contribution to the Theory of Economic Growth (1956)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)International Risk Sharing and the Transmission of Productivity Shocks (2008)The Coast–Noncoast Income Gap, Productivity, and Regional Economic Policy in China (1997)A Time-Series Analysis of Crime, Deterrence, and Drug Abuse in New York City (2000)Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies (2000)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 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
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1988Sources of Business Cycle Fluctuations653 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1991A critique of the application of unit root tests313 cited
  • 1988Sources of Business Cycle Fluctuations265 cited
  • 1989Merging short-and long-run forecasts235 cited
  • 1990Permanent and Transitory Movements in Labor Income: An Explanation for "Excess Smoothness" in Consumption188 cited
  • 1991Testing for unit roots in autoregressive moving average models119 cited

Cited by

  • 1994The term structure of interest rates over the business cycle33 cited
  • 1993INTERNATIONAL EVIDENCE ON FRIEDMAN'S THEORY OF THE BUSINESS CYCLE28 cited
  • 1997Consumption, income and cointegration21 cited

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

  • 1992Nominal exchange rates and unit roots: a reconsideration12 cited
  • 1991Bayesian approaches to the ‘unit root’ problem: A comment11 cited
  • 2003What Determines Foreign Aid to Papua New Guinea? An Inter-temporal Model of Aid Allocation2 cited
  • 2003What Determines Foreign Aid to Papua New Guinea1 cited