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Expectations in export price formation tests using cointegrated VAR models
16 references·8 citing·36 second hop
Expectations in export price formation tests using cointegrated VAR models (2000)Expectations in export price formation te…Cointegration rank inference with stationary regressors in VAR models (1999)Cointegration rank inference …Lagrance-multiplier tersts for weak exogeneity: a synthesis (1997)Lagrance-multiplier tersts fo…Pricing to Market in a Small Open Economy (1996)Pricing to Market in a Small …The Lucas Critique in Practice: Theory Without Measurement (1995)The Lucas Critique in Practic…Testing for Cointegration in Linear Quadratic Models (1994)Testing for Cointegration in …Testing the lucas critique: A review (1992)Testing the lucas critique: A…Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series (1991)Estimating Intertemporal Quad…Seasonal integration and cointegration (1990)Seasonal integration and coin…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models: A Comment (1988)Interpreting Long-Run Equilib…ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE* (1985)ERROR CORRECTION, PARTIAL ADJ…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Estimation of Dynamic Labor D…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Population ageing and fiscal sustainability: An integrated micro- macro analysis of required tax changes (2004)Population ageing and fiscal …Testing the multiproduct hypothesis on Norwegian aluminium industry plants (2003)Testing the multiproduct hypo…Quantifying Central Hypotheses on Environmental Kuznets Curves for a Rich Economy: A Computable General Equilibrium Study (2003)Quantifying Central Hypothese…A Cohort Analysis of Household Saving in Norway (2003)A Cohort Analysis of Househol…The welfare effects of housing taxation in a distorted economy: a general equilibrium analysis (2002)The welfare effects of housin…Eco-labels, production related externalities and trade (2002)Eco-labels, production relate…Aggregation and aggregation biases in production functions : a panel data analysis of translog models (2002)Aggregation and aggregation b…Estimating and restricting growth rates and cointegrationmeans : with applications to consumption and money demand (2001)Estimating and restricting gr…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data (1999)Panel Data Econometrics (2003)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)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)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Forecasting in cointegrated systems (1995)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Distributions of error correction tests for cointegration (2002)Planning Production, Inventories, and Work Force. (1962)Dividend Behavior for the Aggregate Stock Market (1987)Interpreting cointegrated models (1988)An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz (1989)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Dynamic Econometrics (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Empirical modeling of money demand (1998)Economic forecasting: some lessons from recent research (2003)Monetary Policy Shifts and the Stability of Monetary Policy Models (2003)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Domestic and foreign effects on prices in an open economy: The case of Denmark (1992)Modeling Inflation in Australia (1998)The Econometrics of Macroeconomic Modelling (2005)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1978Estimation of Dynamic Labor Demand Schedules under Rational Expectations604 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1985ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE*351 cited
  • 1992Testing the lucas critique: A review220 cited
  • 1995The Lucas Critique in Practice: Theory Without Measurement145 cited
  • 1999Cointegration rank inference with stationary regressors in VAR models105 cited
  • 1994Testing for Cointegration in Linear Quadratic Models94 cited
  • 1991Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series67 cited
  • 1988Interpreting Long-Run Equilibrium Solutions in Conventional Macro Models: A Comment59 cited

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1997
Lagrance-multiplier tersts for weak exogeneity: a synthesis
56 cited
  • 1996Pricing to Market in a Small Open Economy54 cited
  • Cited by

    • 2003Quantifying Central Hypotheses on Environmental Kuznets Curves for a Rich Economy: A Computable General Equilibrium Study75 cited
    • 2002The welfare effects of housing taxation in a distorted economy: a general equilibrium analysis67 cited
    • 2004Population ageing and fiscal sustainability: An integrated micro- macro analysis of required tax changes65 cited
    • 2003Testing the multiproduct hypothesis on Norwegian aluminium industry plants44 cited
    • 2003A Cohort Analysis of Household Saving in Norway40 cited
    • 2002Aggregation and aggregation biases in production functions : a panel data analysis of translog models39 cited
    • 2001Estimating and restricting growth rates and cointegrationmeans : with applications to consumption and money demand31 cited
    • 2002Eco-labels, production related externalities and trade30 cited