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New Trends in Macroeconomics
16 references·16 citing·39 second hopsampled
New Trends in Macroeconomics (2005)New Trends in MacroeconomicsLAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …The Role of Monetary Policy (1995)The Role of Monetary PolicyDiscretion versus policy rules in practice (1993)Discretion versus policy rule…Unemployment: macroeconomic performance and the labour market (1992)Unemployment: macroeconomic p…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…A Contribution to the Empirics of Economic Growth (1992)A Contribution to the Empiric…Long-Run Policy Analysis and Long-Run Growth (1991)Long-Run Policy Analysis and …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Macroeconomic effects and transmission channels of quantitative easing (2022)Macroeconomic effects and tra…Examining financial and business cycle interaction using cross recurrence plot analysis (2022)Examining financial and busin…The transmission mechanism of credit support policies in the euro area (2020)The transmission mechanism of…Structural VARs and the Monetary Transmission Mechanism in Low-Income African Countries† (2019)Structural VARs and the Monet…Chaos Theory in Finance (2017)Chaos Theory in FinanceMonetary policy shocks and Cholesky VARs: an assessment for the Euro area (2015)Monetary policy shocks and Ch…Nonlinear dynamics and recurrence plots for detecting financial crisis (2013)Nonlinear dynamics and recurr…Monetary policy shocks and financial conditions: A Monte Carlo experiment (2012)Monetary policy shocks and fi…Changes in the effects of monetary policy on disaggregate price dynamics (2012)Changes in the effects of mon…How much Structure in Empirical Models? (2009)How much Structure in Empiric…How Much Structure in Empirical Models? (2007)How Much Structure in Empiric…Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation (2007)Foreign Exchange, Fractional …Comment on “σ: The long and short of it” (2007)Comment on “σ: The long and s…Can exchange rate volatility explain persistence in the forward premium? (2007)Can exchange rate volatility …Evidence for chaotic dependence between US inflation and commodity prices (2006)Evidence for chaotic dependen…Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (2005)Alternative bootstrap procedu…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)A Contribution to the Theory of Economic Growth (1956)On the mechanics of economic development (1988)Finance and Growth: Schumpeter Might Be Right (1993)Financial Dependence and Growth (1996)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)Time Series Regression with a Unit Root (1987)A simple panel unit root test in the presence of cross‐section dependence (2007)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Increasing Returns and Long-Run Growth20,133 cited
  • 1992A Contribution to the Empirics of Economic Growth15,276 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1995The Role of Monetary Policy3,796 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1991Long-Run Policy Analysis and Long-Run Growth3,318 cited

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  • 1992Unemployment: macroeconomic performance and the labour market3,291 cited
  • Cited by

    • 2006Evidence for chaotic dependence between US inflation and commodity prices183 cited
    • 2013Nonlinear dynamics and recurrence plots for detecting financial crisis71 cited
    • 2017Chaos Theory in Finance62 cited
    • 2012Changes in the effects of monetary policy on disaggregate price dynamics51 cited
    • 2020The transmission mechanism of credit support policies in the euro area32 cited
    • 2007Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation32 cited
    • 2012Monetary policy shocks and financial conditions: A Monte Carlo experiment26 cited
    • 2005Alternative bootstrap procedures for testing cointegration in fractionally integrated processes26 cited
    • 2007Can exchange rate volatility explain persistence in the forward premium?23 cited
    • 2009How much Structure in Empirical Models?22 cited
    • 2015Monetary policy shocks and Cholesky VARs: an assessment for the Euro area16 cited
    • 2022Macroeconomic effects and transmission channels of quantitative easing14 cited
    • 2007Comment on “σ: The long and short of it”14 cited
    • 2007How Much Structure in Empirical Models?13 cited
    • 2019Structural VARs and the Monetary Transmission Mechanism in Low-Income African Countries†12 cited
    • 2022Examining financial and business cycle interaction using cross recurrence plot analysis11 cited