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On vector autoregressive modeling in space and time
16 references·16 citing·49 second hopsampled
On vector autoregressive modeling in space and time (2010)On vector autoregressive modeling in spac…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Innovation and productivity in SMEs: empirical evidence for Italy (2009)Innovation and productivity i…Estimation of spatial autoregressive panel data models with fixed effects (2009)Estimation of spatial autoreg…The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)The general equilibrium effec…Risk Aversion, Wealth, and Background Risk (2008)Risk Aversion, Wealth, and Ba…Bank profitability and the business cycle (2008)Bank profitability and the bu…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…How Do Banks Set Interest Rates? 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(2012)Mapping Local Productivity Ad…Immigration, Jobs and Employment Protection: Evidence from Europe before and during the Great Recession (2012)Immigration, Jobs and Employm…Family Background, Self-Confidence and Economic Outcomes (2012)Family Background, Self-Confi…Skills or Culture? An Analysis of the Decision to Work by Immigrant Women in Italy (2011)Skills or Culture? An Analysi…Public Sector Efficiency and Political Culture (2011)Public Sector Efficiency and …Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)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)Biases in Dynamic Models with Fixed Effects (1981)The analysis of household surveys (1997)Finance, inequality and the poor (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Spatial Econometrics: Methods and Models (1988)STATISTICS FOR SPATIAL DATA (1992)The Analysis of Spatial Association by Use of Distance Statistics (1992)Local Spatial Autocorrelation Statistics: Distributional Issues and an Application (1995)GeoDa : An Introduction to Spatial Data Analysis (2005)A measure of spatial stratified heterogeneity (2016)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Non-renewable and renewable energy consumption and CO2 emissions in OECD countries: A comparative analysis (2013)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries (2019)Statistical analysis of cointegration vectors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)Unit Roots and Cointegration in Panels (2008)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Housing Finance and Monetary Policy (2009)Asset‐based measurement of poverty (2010)Service Regulation and Growth: Evidence from OECD Countries (2011)Testing for a Unit Root in Time Series Regression (1988)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)Advances in prospect theory: Cumulative representation of uncertainty (1992)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Are Risk Aversion and Impatience Related to Cognitive Ability? (2010)Credit and Banking in a DSGE Model of the Euro Area (2010)Global Evidence on Economic Preferences* (2018)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1995Local Indicators of Spatial Association—LISA13,061 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 2007Testing for Error Correction in Panel Data*6,105 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2008Risk Aversion, Wealth, and Background Risk1,054 cited
  • 2009Estimation of spatial autoregressive panel data models with fixed effects972 cited
  • 2009Innovation and productivity in SMEs: empirical evidence for Italy860 cited
  • 2008Bank profitability and the business cycle801 cited
  • 2004How Do Banks Set Interest Rates?613 cited
  • 2008The general equilibrium effects of fiscal policy: Estimates for the Euro area601 cited
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Topics in Structural VAR Econometrics
589 cited

Cited by

  • 2015The Economic Costs of Organised Crime: Evidence from Southern Italy342 cited
  • 2015House price cycles in emerging economies228 cited
  • 2014Don't stand so close to me: The urban impact of immigration227 cited
  • 2015Public–private wage differentials in euro-area countries: evidence from quantile decomposition analysis199 cited
  • 2011Skills or Culture? An Analysis of the Decision to Work by Immigrant Women in Italy195 cited
  • 2021The impact of China's R&D subsidies on R&D investment, technological upgrading and economic growth192 cited
  • 2012Immigration, Jobs and Employment Protection: Evidence from Europe before and during the Great Recession175 cited
  • 2012Mapping Local Productivity Advantages in Italy: Industrial Districts, Cities or Both?169 cited
  • 2012Family Background, Self-Confidence and Economic Outcomes166 cited
  • 2013Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework143 cited
  • 2011Public Sector Efficiency and Political Culture139 cited
  • 2013Credit Supply During a Sovereign Debt Crisis133 cited
  • 2015The Role of Regulation on Entry: Evidence from the Italian Provinces132 cited
  • 2014Time Series Models with an EGB2 Conditional Distribution130 cited
  • 2014Information Acquisition and Learning from Prices Over the Business Cycle129 cited
  • 2013Banking Consolidation and Bank-Firm Credit Relationships: The Role of Geographical Features and Relationship Characteristics125 cited