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Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models
9 references·0 citing·33 second hop
Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models (1999)Weak exogeneity and long-run and contempo…Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output (1995)Long-run identifying restrict…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Stochastic trends and economic fluctuations in a small open economy (1992)Stochastic trends and economi…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The dynamic effects of aggregate demand and supply disturbance (1988)The dynamic effects of aggreg…King Charles I (1981)King Charles IMacroeconomics and Reality (1980)Macroeconomics and RealityAggregate 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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Structural identification of permanent shocks in VEC models: A generalization (2000)Performance of Core Inflation Measures (2001)Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach (2003)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Trends and random walks in macroeconmic time series (1982)COMMON TRENDS AND COMMON CYCLES (1993)Nonlinear Dynamic Structures (1993)A Primer on Cointegration with an Application to Money and Income (1994)Time-Series-Based Econometrics (1996)High Yields: The Spread on German Interest Rates (1997)Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model (2001)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Dissecting the cycle: a methodological investigation (2002)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 1981King Charles I316 cited
  • 1992Stochastic trends and economic fluctuations in a small open economy203 cited
  • 1995Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output25 cited

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