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Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
  • 1994A Comparison of Unit-Root Test Criteria447 cited
  • 1995ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS254 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems241 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems215 cited
  • 2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE*127 cited
  • 2009Regional Financial Spillovers Across Europe103 cited
  • 2009Modelling Global Trade Flows: Results from a GVAR Model98 cited
  • 2005Examination of Some More Powerful Modifications of the Dickey–Fuller Test86 cited

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  • 2010The role of the United States in the global economy and its evolution over time64 cited
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