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A global model of OECD aggregate supply and demand using vector autoregressive techniques
16 references·1 citing·40 second hop
A global model of OECD aggregate supply and demand using vector autoregressive techniques (1988)A global model of OECD aggregate supply a…Forecasting with Bayesian Vector Autoregressions: Five Years of Experience (1986)Forecasting with Bayesian Vec…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Economics of Worldwide Stagflation. (1986)Economics of Worldwide Stagfl…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1985)Lag-Length Selection and Test…Economics of Worldwide Stagflation (1985)Economics of Worldwide Stagfl…Testing for the Effects of Oil-Price Rises using Vector Autoregressions (1984)Testing for the Effects of Oi…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Input Price Shocks and the Slowdown in Economic Growth: The Case of U.K. Manufacturing (1982)Input Price Shocks and the Sl…Price of oil and world inflation and recession (1981)Price of oil and world inflat…Energy price shocks, aggregate supply and monetary policy: The theory and the international evidence (1981)Energy price shocks, aggregat…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Macroeconomics and Reality (1980)Macroeconomics and RealityAlternative Responses of Policy to External Supply Shocks (1975)Alternative Responses of Poli…The Economics of Exhaustible Resources (1931)The Economics of Exhaustible …Identifying domestic and imported core inflation (2001)Identifying domestic and impo…Expectations and Exchange Rate Dynamics (1976)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)What is an Oil Shock? (2000)MONEY, INCOME, AND CAUSALITY (1972)A note on the causal relationship between energy and GDP in Taiwan (2000)DOES FOREIGN DIRECT INVESTMENT PROMOTE ECONOMIC GROWTH? EVIDENCE FROM EAST ASIA AND LATIN AMERICA (2001)Causal Relationship between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach (2008)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008)The effects of oil price shocks on the Iranian economy (2008)Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018)Hysteresis and the European Unemployment Problem (1986)The New Politics of the Welfare State (2001)Oil and the Macroeconomy Since the 1970s (2004)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Balanced-budget redistribution as the outcome of political competition (1987)Understanding Crude Oil Prices (2008)RCP4.5: a pathway for stabilization of radiative forcing by 2100 (2011)Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Remittances and the Dutch disease (2009)US Monetary Policy and the Global Financial Cycle (2015)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1931The Economics of Exhaustible Resources4,535 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1985Economics of Worldwide Stagflation1,296 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1984Testing for the Effects of Oil-Price Rises using Vector Autoregressions707 cited
  • 1986Forecasting with Bayesian Vector Autoregressions: Five Years of Experience629 cited
  • 1981Price of oil and world inflation and recession444 cited
  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 1985Lag-Length Selection and Tests of Granger Causality Between Money and Income285 cited
  • 1981Energy price shocks, aggregate supply and monetary policy: The theory and the international evidence209 cited
  • 1986Economics of Worldwide Stagflation.197 cited
  • 1982Input Price Shocks and the Slowdown in Economic Growth: The Case of U.K. Manufacturing185 cited

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  • 1975Alternative Responses of Policy to External Supply Shocks167 cited
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    • 2001Identifying domestic and imported core inflation19 cited