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Unit roots and all that: the impact of time-series methods on macroeconomics
16 references·5 citing·26 second hop
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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
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2019American Economic Review10,902 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1994Designing Social Inquiry7,221 cited
  • 2024The Quarterly Journal of Economics7,176 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited

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1972
MONEY, INCOME, AND CAUSALITY
3,013 cited

Cited by

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  • 2004A COINTEGRATION AND ERROR CORRECTION APPROACH TO DEMAND FOR MONEY IN FIJI: 1971-200218 cited
  • 2006Demand for money for Fiji with PcGets17 cited
  • 2013Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It14 cited