References

• 1980Macroeconomics and Reality12,826 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1999Error Bands for Impulse Responses930 cited
• 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
• 1989Long memory and persistence in aggregate output546 cited
• 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
• 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited
• 2002Vector Autoregressions and Reality413 cited
• 1998Impulse response and forecast error variance asymptotics in nonstationary VARs310 cited
• 1990Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models267 cited
• 1987Vector Autoregressions and Reality177 cited
• 2001Impulse response analysis in vector autoregressions with unknown lag order154 cited
• 1999Finite-Sample Properties of Percentile and Percentile- t Bootstrap Confidence Intervals for Impulse Responses121 cited
• 1996Parameter uncertainty and impulse response analysis87 cited
• 1997Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter