this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 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
- 1982Trends and random walks in macroeconmic time series4,670 cited
- 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
- 1988Trends and random walks in macroeconomic time series2,433 cited
- 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
- 1990Lectures on macroeconomics1,389 cited
- 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
- 1993Detrending, stylized facts and the business cycle1,202 cited
- 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
- 1986Univariate detrending methods with stochastic trends851 cited
- 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
- 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work