References

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• 1988Sources of Business Cycle Fluctuations653 cited
• 2005Is the technology-driven real business cycle hypothesis dead? Shocks and aggregate fluctuations revisited580 cited
• 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited
• 1988Regression Theory for Near-Integrated Time Series366 cited
• 1998Impulse response and forecast error variance asymptotics in nonstationary VARs310 cited
• 1993Vector autoregressions and cointegration285 cited
• 1988Sources of Business Cycle Fluctuations265 cited
• 1998On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots255 cited
• 1998Business cycle analysis without much theory A look at structural VARs237 cited
• 2006Long difference instrumental variables estimation for dynamic panel models with fixed effects170 cited
• 1997When Do Long-Run Identifying Restrictions Give Reliable Results?134 cited
• 1998Structural Models of the Liquidity Effect114 cited
• 1998Shocking Stories64 cited
• 2006Small-sample confidence intervals for multivariate impulse response functions at long horizons