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DO HIGH INTEREST RATES IMPROVE OR WORSEN THE CURRENT ACCOUNT?
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DO HIGH INTEREST RATES IMPROVE OR WORSEN THE CURRENT ACCOUNT? (1990)DO HIGH INTEREST RATES IMPROVE OR WORSEN …The Operation of Monetary Policy (1990)The Operation of Monetary Pol…The New Palgrave: A Dictionary of Economics (1987)The New Palgrave: A Dictionar…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The direct estimation of the equilibrium response in a linear dynamic model (1979)The direct estimation of the …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…SOME IMPLICATIONS OF THE GROWTH OF THE MINERAL SECTOR* (1976)SOME IMPLICATIONS OF THE GROW…Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)The Monetarist Controversy or, Should We Forsake Stabilization Policies? (1977)The Conduct of Monetary Policy (1989)The demand for money in Australia: new tests on an old topic (1993)The Long Run Demand for Broad Money in Australia Subject to Regime Shifts (2001)MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA* (2005)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)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Portfolio Selection: Efficient Diversification of Investments (1959)Arany János drámafordításai. 1. köt. Arisztophanész: 1. r. (1961)Taking Time Seriously (2008)Financialization and U.S. Income Inequality, 1970–2008 (2013)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)The ‘Dutch’ disease in a developing country (1989)Oil price risk and the Australian stock market (1999)The Natural Resource Curse: A Survey (2010)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)Job Satisfaction in Britain (1996)Regulation Inside Government (1999)Beyond the Glass Ceiling: Does Gender Matter? (2011)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1987The New Palgrave: A Dictionary of Economics1,081 cited
  • 1979The direct estimation of the equilibrium response in a linear dynamic model409 cited
  • 1976SOME IMPLICATIONS OF THE GROWTH OF THE MINERAL SECTOR*348 cited
  • 1990The Operation of Monetary Policy23 cited

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