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System estimation of GVAR with two dominants and network theory: Evidence for BRICs
16 references·0 citing·38 second hop
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References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1987Power and Centrality: A Family of Measures5,196 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1972Factoring and weighting approaches to status scores and clique identification3,212 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,986 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 2010Global Banks and International Shock Transmission: Evidence from the Crisis499 cited
  • 2010Global Banks and International Shock Transmission: Evidence from the Crisis463 cited
  • 2006

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Macroeconomic Dynamics and Credit Risk: A Global Perspective
408 cited
  • 2011Forecasting with Medium and Large Bayesian VARS385 cited
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