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The HUMP-Shaped Behavior of Macroeconomic Fluctuations
16 references·1 citing·27 second hop
The HUMP-Shaped Behavior of Macroeconomic Fluctuations (1994)The HUMP-Shaped Behavior of Macroeconomic…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Journal of the American Statistical Association (1995)Journal of the American Stati…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…RAÍCES UNITARIAS Y CAMBIOS ESTRUCTURALES EN LAS MACROMAGNITUDES ESPAÑOLAS (2004)RAÍCES UNITARIAS Y CAMBIOS ES…Aggregate Dynamics and Staggered Contracts (1980)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Monetary History of the United States 1867-1960 (1964)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)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)ARCH modeling in finance (1992)Generalized autoregressive conditional heteroskedasticity (1986)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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References

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  • 1977Time Series Analysis: Forecasting and Control19,200 cited
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  • 1971Time Series Analysis Forecasting and Control.6,714 cited
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  • 1995Journal of the American Statistical Association5,337 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
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  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1986Univariate detrending methods with stochastic trends

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851 cited
  • 1987Are Output Fluctuations Transitory?811 cited
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    • 2004RAÍCES UNITARIAS Y CAMBIOS ESTRUCTURALES EN LAS MACROMAGNITUDES ESPAÑOLAS16 cited