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Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output
14 references·7 citing·30 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
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 2002Vector Autoregressions and Reality413 cited
  • 1989A Traditional Interpretation of Macroeconomic Fluctuations386 cited
  • 1987Vector Autoregressions and Reality177 cited
  • 1989Identifying Monetary Impacts on Agricultural Prices in VAR Models119 cited
  • 1993Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia71 cited

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2002
House Prices and Business Cycles in Europe: a VAR Analysis
67 cited
  • 2003Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach25 cited
  • 2000Structural identification of permanent shocks in VEC models: A generalization18 cited
  • 2001Performance of Core Inflation Measures18 cited
  • 1999Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models17 cited
  • 1998Interpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks14 cited
  • 1998On identifying permanent and transitory shocks in VAR models13 cited