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General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and critique
16 references·15 citing·44 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 1990Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations

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978 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • Cited by

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    • 1997On congruent econometric relations55 cited
    • 2006Practical Model-Based Monetary Policy Analysis51 cited
    • 2003General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions*48 cited
    • 2003Inflationary Expectations and the Fisher Effect Prior to World War I47 cited
    • 2006A portfolio balance approach to the Canadian–U.S. exchange rate45 cited
    • 2009Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak26 cited
    • 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom26 cited
    • 2000On the Time‐Series Approach to Econometric Model Building25 cited
    • 2002An Independent Review of Monetary Policy and Institutions in Norway25 cited
    • 2000Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom19 cited
    • 2002Norges Bank Watch 2002: An Independent Review of Monetary Policy and Institutions in Norway18 cited