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Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited
11 references·16 citing·29 second hop
Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited (1999)Unit roots and Granger causality in the E…Vector autoregression and causality: a theoretical overview and simulation study (1994)Vector autoregression and cau…NON‐CAUSALITY IN COINTEGRATED SYSTEMS: REPRESENTATION ESTIMATION AND TESTING (1992)NON‐CAUSALITY IN COINTEGRATED…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…The advantage of tying one's hands (1988)The advantage of tying one's …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…Testing for a break in the persistence in yield spreads of EMU government bonds (2014)Testing for a break in the pe…Searching for the EMU core member countries (2013)Searching for the EMU core me…Exploring the relationship between energy consumption and GDP: Evidence from Croatia (2013)Exploring the relationship be…Italian government debt and sovereign credit risk: an empirical exploration and some thoughts about consequences for European insurers (2012)Italian government debt and s…Impact of FDI on Economic Development: A Causality Analysis for Singapore, 1976 - 2002 (2011)Impact of FDI on Economic Dev…Financial variables and euro area growth: A non-parametric causality analysis (2009)Financial variables and euro …Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach (2007)Interest Rate Linkages in EMU…Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market (2006)Intertemporal pricing and pri…Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests (2006)Interest rate linkages in the…Dynamics of Intra-EMS Interest Rate Linkages (2006)Dynamics of Intra-EMS Interes…Short- and long-run effects between oil consumption and economic growth in China (2005)Short- and long-run effects b…Was There Monetary Autonomy in Europe on the Eve of Emu? the German Dominance Hypothesis Re-Examined (2002)Was There Monetary Autonomy i…Exchange rate stabilization in the ERM: identifying European monetary policy reactions (2002)Exchange rate stabilization i…Debt Revolvers for Self Control (2001)Debt Revolvers for Self Contr…Asymmetry in the EMS: New evidence based on non-linear forecasts (2001)Asymmetry in the EMS: New evi…Infrastructure, specialization, and economic growth (2000)Infrastructure, specializatio…Rules, discretion and reputation in a model of monetary policy (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Staggered Prices in a Utility-Maximizing Framework (1996)The Road To Maastricht (1999)Policy Transfer in the European Union: Institutional Isomorphism as a Source of Legitimacy (2000)Global Capital and National Governments (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)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing for Error Correction in Panel Data* (2007)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Statistical inference in vector autoregressions with possibly integrated processes (1995)THE BANGLADESH DEVELOPMENT STUDIES (2009)Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010)The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)
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
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1988The advantage of tying one's hands852 cited
  • 1994Vector autoregression and causality: a theoretical overview and simulation study404 cited
  • 1992NON‐CAUSALITY IN COINTEGRATED SYSTEMS: REPRESENTATION ESTIMATION AND TESTING244 cited

Cited by

  • 2000Infrastructure, specialization, and economic growth230 cited
  • 2005Short- and long-run effects between oil consumption and economic growth in China185 cited
  • 2001Asymmetry in the EMS: New evidence based on non-linear forecasts86 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2013Exploring the relationship between energy consumption and GDP: Evidence from Croatia82 cited
  • 2014Testing for a break in the persistence in yield spreads of EMU government bonds71 cited
  • 2001Debt Revolvers for Self Control64 cited
  • 2002Was There Monetary Autonomy in Europe on the Eve of Emu? the German Dominance Hypothesis Re-Examined58 cited
  • 2006Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests58 cited
  • 2013Searching for the EMU core member countries50 cited
  • 2009Financial variables and euro area growth: A non-parametric causality analysis48 cited
  • 2002Exchange rate stabilization in the ERM: identifying European monetary policy reactions46 cited
  • 2006Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market43 cited
  • 2011Impact of FDI on Economic Development: A Causality Analysis for Singapore, 1976 - 200238 cited
  • 2012Italian government debt and sovereign credit risk: an empirical exploration and some thoughts about consequences for European insurers35 cited
  • 2007Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach33 cited
  • 2006Dynamics of Intra-EMS Interest Rate Linkages32 cited