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Commodity prices and the CPI: Cointegration, information, and signal extraction
15 references·1 citing·45 second hop
Commodity prices and the CPI: Cointegration, information, and signal extraction (1992)Commodity prices and the CPI: Cointegrati…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications (1989)The Full Information Maximum …Commodity Prices: Policy Target or Information Variable?: Note (1989)Commodity Prices: Policy Targ…Commodity prices and aggregate inflation: Would a commodity price rule be worthwhile? (1989)Commodity prices and aggregat…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Commodity prices: policy target or information variable? (1988)Commodity prices: policy targ…Commodity Prices as a Leading Indicator of Inflation (1988)Commodity Prices as a Leading…Interest rate smoothing and price level trend-stationarity (1987)Interest rate smoothing and p…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Inflation: Causes and effects (1983)Inflation: Causes and effectsExplorations in the Gold Standard and Related Policies for Stabilizing the Dollar (1982)Explorations in the Gold Stan…Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Long-Term Contracts, Rational…Wage indexation: A macroeconomic approach (1976)Wage indexation: A macroecono…Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators (2019)Improving Nigeria’s Inflation…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Time Series Analysis: Forecasting and Control (1977)COINTEGRATION AND UNIT ROOTS (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)EXCHANGE RATE PASS‐THROUGH (1995)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Econometric policy evaluation: A critique (1976)Alternative Explanations of the Money-Income Correlation (1986)Hysteresis and the European Unemployment Problem (1986)Macroeconomic Policy in a Two-Party System as a Repeated Game (1987)The Role of Monetary Policy (1995)The purchasing power of money (1911)Memorials of Alfred Marshall. (1926)Long-term contracting, sticky prices, and monetary policy (1977)Can international monetary policy cooperation be counterproductive? (1985)3. Rules, Discretion, and Reputation in a Model of Monetary Policy (1990)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)The Changing Behavior of the Term Structure of Interest Rates (1986)Interest-rate targeting (1989)Does the Fed Act Gradually? A VAR Analysis (1998)Monetary Policy Rules, Asset Prices, and Exchange Rates (2004)Public Capital and Private Sector Performance (1991)Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries (2002)The role of oil price shocks on China's real exchange rate (2006)Chapter 25 Government debt (1999)Inflation Crises and Long-Run Growth (1999)Fiscal deficits and inflation (2005)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule1,946 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1976Wage indexation: A macroeconomic approach746 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1983Inflation: Causes and effects389 cited
  • 1987Interest rate smoothing and price level trend-stationarity161 cited
  • 1989The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications132 cited
  • 1982Explorations in the Gold Standard and Related Policies for Stabilizing the Dollar82 cited
  • 1989Commodity Prices: Policy Target or Information Variable?: Note72 cited
  • 1988Commodity Prices as a Leading Indicator of Inflation62 cited
  • 1988Commodity prices: policy target or information variable?38 cited
  • 1989Commodity prices and aggregate inflation: Would a commodity price rule be worthwhile?

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  • 2019Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators14 cited