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Business cycle transmission between the United States and Japan: A vector error correction approach
16 references·1 citing·29 second hop
Business cycle transmission between the United States and Japan: A vector error correction approach (1997)Business cycle transmission between the U…Propagation Problems and Impulse Problems in Dynamic Economics1 (2024)Propagation Problems and Impu…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…International Business Cycles (2009)International Business CyclesOPEN-ECONOMY MACROECONOMICS (1996)OPEN-ECONOMY MACROECONOMICSIdentification of the long-run and the short-run structure an application to the ISLM model (1994)Identification of the long-ru…Trade interdependence and the international business cycle (1993)Trade interdependence and the…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…The Foreign Exchange Market: Theory and Econometric Evidence. (1990)The Foreign Exchange Market: …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Excess Capacity, Monopolistic Competition, and International Transmission of Monetary Disturbances (1989)Excess Capacity, Monopolistic…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Open Economy Macroeconomics (1981)Open Economy MacroeconomicsMacroeconomics and Reality (1980)Macroeconomics and RealityInternational shocks on Australia: The Japanese effect (2014)International shocks on Austr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)Explaining Cointegration Analysis: Part II (2001)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Statistical inference in vector autoregressions with possibly integrated processes (1995)Bounds testing approaches to the analysis of level relationships (2001)Estimating long-run relationships from dynamic heterogeneous panels (1995)The behavior of real exchange rates during the post-Bretton Woods period (1998)Tourism expansion and economic development: The case of Taiwan (2005)After Keynesian Macroeconomics (1979)Forecasting the Forecasts of Others (1983)Real Business Cycles (1983)
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
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
  • 2024Propagation Problems and Impulse Problems in Dynamic Economics1539 cited
  • 1996OPEN-ECONOMY MACROECONOMICS504 cited
  • 1981Open Economy Macroeconomics319 cited
  • 1993Trade interdependence and the international business cycle290 cited
  • 2009International Business Cycles271 cited
  • 1990The Foreign Exchange Market: Theory and Econometric Evidence.197 cited

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  • 1989Excess Capacity, Monopolistic Competition, and International Transmission of Monetary Disturbances164 cited
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    • 2014International shocks on Australia: The Japanese effect20 cited