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Price-wage dynamics in a transition economy: The case of Poland
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Price-wage dynamics in a transition economy: The case of Poland (1994)Price-wage dynamics in a transition econo…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Understanding the nonadditive probability decision model (1996)Understanding the nonadditive…Unit root tests with conditional heteroskedasticity (1993)Unit root tests with conditio…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …From a var model to a structural model, with an application to the wage–price spiral (1990)From a var model to a structu…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Plans and Disequilibria in Centrally Planned Economies - Empirical Investigation for Poland (1988)Plans and Disequilibria in Ce…The Wage Price Spiral (1986)The Wage Price SpiralLikelihood 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…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation of Cointegration Vectors with Linear Restrictions (1993)Partial versus full system modelling of cointegrated systems an empirical illustration (1995)Evaluating a real business cycle model (1998)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Methodical Madness: Technical Analysis and the Irrationality of Exchange‐rate Forecasts (1999)BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (2007)Analyzing volatility spillovers between oil market and Asian stock markets (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Utility Theory for Decision Making (1971)Maxmin Expected Utility with a Non-Unique Prior (1986)Preference for Flexibility in a Savage Framework (1999)Optimal risk-sharing rules and equilibria with Choquet-expected-utility (2000)Ambiguity Aversion and Incompleteness of Financial Markets (2001)Subjective probability and expected utility without additivity (2004)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)Why Does Money Affect Output? A Survey (1987)CAPITAL FORMATION AND UNEMPLOYMENT (1995)Unemployment (2005)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1986The Wage Price Spiral236 cited
  • 1993Unit root tests with conditional heteroskedasticity166 cited
  • 1996Understanding the nonadditive probability decision model82 cited
  • 1990From a var model to a structural model, with an application to the wage–price spiral61 cited
  • 1988Plans and Disequilibria in Centrally Planned Economies - Empirical Investigation for Poland23 cited

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