SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Econometrics and Business Cycle Empirics
16 references·16 citing·40 second hopsampled
Econometrics and Business Cycle Empirics (1995)Econometrics and Business Cycle EmpiricsCointegration tests in the presence of structural breaks (1996)Cointegration tests in the pr…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Measures of Fit for Calibrated Models (1991)Measures of Fit for Calibrate…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Macroeconomics and Reality (1980)Macroeconomics and RealityEconometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Measurement Without Theory (1947)Measurement Without TheoryAn Essay on the Nature and Significance of Economic Science, by Lionel Robbins (1933)An Essay on the Nature and Si…Empirical Analysis of the Relationship between Money Supply and Per Capita GDP Growth Rate in Bangladesh (2017)Empirical Analysis of the Rel…Foreign Direct Investment, Trade, and Economic Growth: An Empirical Analysis of Bangladesh (2016)Foreign Direct Investment, Tr…Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence (2012)Forecasting value-at-risk and…Business Cycles: Real Facts or Fallacies? (2012)Business Cycles: Real Facts o…The ET Interview: Professor David F. Hendry (2004)The ET Interview: Professor D…J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (2003)J. DENIS SARGAN AND THE ORIGI…Progress from forecast failure-the Norwegian consumption function (2002)Progress from forecast failur…Modelling methodology and forecast failure (2002)Modelling methodology and for…Reformulating Empirical Macro-econometric Modelling (2001)Reformulating Empirical Macro…Stochastic Specification in an Aggregate Demand Model of the United Kingdom (2000)Stochastic Specification in a…Econometrics – Alchemy or Science? (2000)Econometrics – Alchemy or Sci…Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (2000)Econometric Modelling of the …The Econometrics of Macroeconomic Forecasting (1997)The Econometrics of Macroecon…On congruent econometric relations (1997)On congruent econometric rela…Pricing to Market in a Small Open Economy (1996)Pricing to Market in a Small …On the constancy of time-series econometric equations (1996)On the constancy of time-seri…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)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)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Testing for a Unit Root in Time Series Regression (1988)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Taking Time Seriously (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1933An Essay on the Nature and Significance of Economic Science, by Lionel Robbins862 cited
  • 1947Measurement Without Theory805 cited
  • 1991Measures of Fit for Calibrated Models257 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1996Cointegration tests in the presence of structural breaks253 cited
  • Cited by

    • 2016Foreign Direct Investment, Trade, and Economic Growth: An Empirical Analysis of Bangladesh142 cited
    • 1997The Econometrics of Macroeconomic Forecasting116 cited
    • 2000Econometrics – Alchemy or Science?60 cited
    • 2002Modelling methodology and forecast failure58 cited
    • 2000Stochastic Specification in an Aggregate Demand Model of the United Kingdom56 cited
    • 1996On the constancy of time-series econometric equations55 cited
    • 1997On congruent econometric relations55 cited
    • 1996Pricing to Market in a Small Open Economy54 cited
    • 2012Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence48 cited
    • 2017Empirical Analysis of the Relationship between Money Supply and Per Capita GDP Growth Rate in Bangladesh46 cited
    • 2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY44 cited
    • 2012Business Cycles: Real Facts or Fallacies?36 cited
    • 2002Progress from forecast failure-the Norwegian consumption function29 cited
    • 2001Reformulating Empirical Macro-econometric Modelling27 cited
    • 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom26 cited
    • 2004The ET Interview: Professor David F. Hendry25 cited