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Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach
16 references·1 citing·31 second hop
Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach (2014)Transmission of the debt crisis: From EU1…Growth in a Time of Debt (2010)Growth in a Time of DebtMeasuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…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…Rules, discretion and reputation in a model of monetary policy (1983)Rules, discretion and reputat…Optimal fiscal and monetary policy in an economy without capital (1983)Optimal fiscal and monetary p…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…On the Determination of the Public Debt (1979)On the Determination of the P…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Model of Balance-of-Payments Crises (1979)A Model of Balance-of-Payment…The Debt-Deflation Theory of Great Depressions (1933)The Debt-Deflation Theory of …System estimation of GVAR with two dominants and network theory: Evidence for BRICs (2015)System estimation of GVAR wit…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)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Unanticipated Money, Output, and the Price Level in the United States (1978)Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives (1986)Elections and Macroeconomic Policy Cycles (1988)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Macroeconomics and Reality (1980)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)New Indexes of Coincident and Leading Economic Indicators (1989)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)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)Some International Evidence on Output-Inflation Tradeoffs. (1973)Aggregate Dynamics and Staggered Contracts (1980)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Discretion versus policy rules in practice (1993)Varieties of Capitalism (2001)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Numerical distribution functions of likelihood ratio tests for cointegration (1999)
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
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1983Rules, discretion and reputation in a model of monetary policy3,625 cited
  • 1979On the Determination of the Public Debt3,308 cited
  • 1979A Model of Balance-of-Payments Crises2,927 cited
  • 2010Growth in a Time of Debt2,778 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 1983Optimal fiscal and monetary policy in an economy without capital

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1,877 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
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    • 2015System estimation of GVAR with two dominants and network theory: Evidence for BRICs16 cited