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Great ratios and Common Cycles: Do They Exist for the UK?
16 references·0 citing·38 second hop
Great ratios and Common Cycles: Do They Exist for the UK? (2001)Great ratios and Common Cycles: Do They E…The Determinants of UK Business Cycles (1998)The Determinants of UK Busine…Testing multiple equation systems for common nonlinear components (1998)Testing multiple equation sys…Structural Analysis of Cointegrating VARs (1998)Structural Analysis of Cointe…Nonlinear stochastic trends (1997)Nonlinear stochastic trendsTests for cointegration a Monte Carlo comparison (1996)Tests for cointegration a Mon…Interpreting cointegrating vectors and common stochastic trends (1996)Interpreting cointegrating ve…Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations (1996)Finding Cointegration Rank in…Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified (1995)Testing for Cointegration Whe…Fully Modified Least Squares and Vector Autoregression (1995)Fully Modified Least Squares …Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions (1995)Finite Sample Performance of …Estimating common sectoral cycles (1995)Estimating common sectoral cy…COMMON TRENDS AND COMMON CYCLES (1993)COMMON TRENDS AND COMMON CYCL…Testing the long-run implications of the neoclassical growth model (1991)Testing the long-run implicat…Testing For Common Features (1990)Testing For Common FeaturesCointegration in a macroeconomic system (1990)Cointegration in a macroecono…Testing for Common Trends (1988)Testing for Common TrendsCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The econometrics of financial markets (1996)A Measure of Comovement for Economic Variables: Theory and Empirics (2001)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation (2005)Bootstrap testing for the null of no cointegration in a threshold vector error correction model (2005)Realized Beta: Persistence and Predictability (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Chapter 49 Arch models (1994)5 Stochastic volatility (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Electricity consumption and economic growth: Evidence from Turkey (2005)Super Cycles of Commodity Prices Since the Mid-Nineteenth Century (2013)Macroeconomics and Reality (1980)A Theory of the Term Structure of Interest Rates (1985)Business cycle non-linearities in UK consumption and production (2000)Forecasting the Volatility of Australian Stock Returns (2006)Thresholds and Smooth Transitions in Vector Autoregressive Models (2013)A Long run structural macroeconometric model of the UK (2003)A Simple Test for Cointegration in Dependent Panels with Structural Breaks* (2008)In search of FDI-led growth in developing countries: The way forward (2008)Tourism forecasting: accuracy of alternative econometric models (2003)Growth impact and determinants of foreign direct investment into South Africa, 1956–2003 (2006)Infrastructural investment in long-run economic growth: South Africa 1875–2001 (2006)LONG-RUN STRUCTURAL MODELLING (2002)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Environment Kuznets curve for CO2 emissions: A cointegration analysis for China (2009)On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Energy consumption, carbon emissions, and economic growth in China (2009)
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References

  • 1988Testing for Common Trends1,894 cited
  • 1995Fully Modified Least Squares and Vector Autoregression597 cited
  • 1998Structural Analysis of Cointegrating VARs497 cited
  • 1990Testing For Common Features470 cited
  • 1993COMMON TRENDS AND COMMON CYCLES461 cited
  • 1996Tests for cointegration a Monte Carlo comparison264 cited
  • 1995Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions200 cited
  • 1996Interpreting cointegrating vectors and common stochastic trends197 cited
  • 1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified183 cited
  • 1998Testing multiple equation systems for common nonlinear components137 cited
  • 1995Estimating common sectoral cycles112 cited
  • 1991Testing the long-run implications of the neoclassical growth model103 cited
  • 1996Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations89 cited
  • 1990Cointegration in a macroeconomic system81 cited
  • 1997Nonlinear stochastic trends61 cited
  • 1998

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The Determinants of UK Business Cycles
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