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ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS
16 references·16 citing·35 second hopsampled
ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS (1993)ECONOMETRIC ISSUES IN MACROECONOMIC MODEL…A Rational Expectations Approach to Macroeconometrics (1983)A Rational Expectations Appro…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1982)Does Anticipated Monetary Pol…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1980)Does Anticipated Monetary Pol…Unanticipated Money, Output, and the Price Level in the United States (1978)Unanticipated Money, Output, …Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Testing Against General Autor…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…What Economics Is Most Important to Teach: The Hansen Committee Report (1977)What Economics Is Most Import…Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money Growth an…An Equilibrium Model of the Business Cycle (1975)An Equilibrium Model of the B…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)"Rational" Expectations, the …Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…Expectations and the neutrality of money (1972)Expectations and the neutrali…Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Testing for Serial Correlatio…Real Wages, Employment, and Inflation (1969)Real Wages, Employment, and I…Theory of the Consumption Function (1957)Theory of the Consumption Fun…Uncertainty of uncertainty and firm cash holdings (2021)Uncertainty of uncertainty an…Revolution empirics: predicting the Arab Spring (2015)Revolution empirics: predicti…The role of the elasticity of substitution in economic growth: A cross-country investigation (2012)The role of the elasticity of…The Impact of Central Bank Announcements on Asset Prices in Real Time (2012)The Impact of Central Bank An…Single‐index and portfolio models for forecasting value‐at‐risk thresholds (2008)Single‐index and portfolio mo…Macroeconomic uncertainty and banks’ lending decisions: the case of Italy (2008)Macroeconomic uncertainty and…Forecasting value‐at‐risk with a parsimonious portfolio spillover GARCH (PS‐GARCH) model (2008)Forecasting value‐at‐risk wit…The dynamic adjustment towards target capital structures of firms in transition economies* (2006)The dynamic adjustment toward…Democratic Processes and Financial Markets: Pricing Politics (2006)Democratic Processes and Fina…Econometric modelling of non‐ferrous metal prices (2004)Econometric modelling of non‐…The determination and international transmission of stock market volatility (2000)The determination and interna…THE CAUSES OF VOLATILITY IN A SMALL, INTERNATIONALLY INTEGRATED STOCK MARKET: IRELAND, JULY 1975–JUNE 1994 (1998)THE CAUSES OF VOLATILITY IN A…The causes of stock market volatility in Australia (1998)The causes of stock market vo…Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis (1996)Macroeconomic activity dynami…Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach (1996)Empirical tests to discern th…Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: Evidence from Singapore and Korea (1995)Temporal causality and the dy…The monetary dynamics of hyperinflation (1956)A Theory of the Consumption Function (1958)Implicit Contracts and Underemployment Equilibria (1975)The Role of Monetary Policy (1995)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)A Program for Monetary Stability (1961)Rational Expectations and the Theory of Price Movements (1961)Aggregate Demand Management in Search Equilibrium (1982)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Money and Economic Growth (1965)Monopolistic Price Adjustment and Aggregate Output (1982)The origin of predictable behavior (1983)The Contributions of the Economics of Information to Twentieth Century Economics (2000)A Theory of the Consumption Function (1960)Econometric policy evaluation: A critique (1976)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)Output Effects of Government Purchases (1981)Sectoral Shifts and Cyclical Unemployment (1982)The Federal Funds Rate and the Channels of Monetary Transnission (1990)DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)Modeling and pricing long memory in stock market volatility (1996)Social Change and Crime Rate Trends: A Routine Activity Approach (1979) (2010)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Generalized autoregressive conditional heteroskedasticity (1986)Review of international tourism demand models (1997)Macroeconomics and Reality (1980)Staggered prices in a utility-maximizing framework (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Business conditions and expected returns on stocks and bonds (1989)Efficient Capital Markets: II (1991)Capital markets research in accounting (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1972Expectations and the neutrality of money4,826 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1957Theory of the Consumption Function3,335 cited
  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 1975"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule2,172 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
  • 1970Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables1,184 cited
  • 1975An Equilibrium Model of the Business Cycle1,036 cited
  • 1969Real Wages, Employment, and Inflation1,027 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 1978Unanticipated Money, Output, and the Price Level in the United States668 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1983A Rational Expectations Approach to Macroeconometrics399 cited
  • 1977What Economics Is Most Important to Teach: The Hansen Committee Report373 cited
  • 1982

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Does Anticipated Monetary Policy Matter? An Econometric Investigation
316 cited
  • 1980Does Anticipated Monetary Policy Matter? An Econometric Investigation289 cited
  • Cited by

    • 2015Revolution empirics: predicting the Arab Spring235 cited
    • 2012The role of the elasticity of substitution in economic growth: A cross-country investigation151 cited
    • 2006The dynamic adjustment towards target capital structures of firms in transition economies*150 cited
    • 2021Uncertainty of uncertainty and firm cash holdings112 cited
    • 2008Single‐index and portfolio models for forecasting value‐at‐risk thresholds106 cited
    • 2008Forecasting value‐at‐risk with a parsimonious portfolio spillover GARCH (PS‐GARCH) model98 cited
    • 2006Democratic Processes and Financial Markets: Pricing Politics94 cited
    • 2008Macroeconomic uncertainty and banks’ lending decisions: the case of Italy89 cited
    • 2000The determination and international transmission of stock market volatility81 cited
    • 2004Econometric modelling of non‐ferrous metal prices80 cited
    • 1996Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis79 cited
    • 1998The causes of stock market volatility in Australia79 cited
    • 1996Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach64 cited
    • 1995Temporal causality and the dynamic interactions among macroeconomic activity within a multivariate cointegrated system: Evidence from Singapore and Korea61 cited
    • 2012The Impact of Central Bank Announcements on Asset Prices in Real Time60 cited
    • 1998THE CAUSES OF VOLATILITY IN A SMALL, INTERNATIONALLY INTEGRATED STOCK MARKET: IRELAND, JULY 1975–JUNE 199460 cited