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Regional Income Fluctuations: Common Trends and Common Cycles
14 references·16 citing·32 second hop
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this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1992Regional Evolutions1,761 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1982Sectoral Shifts and Cyclical Unemployment1,135 cited
  • 2006Journal of Applied Econometrics979 cited
  • 1998The Differential Regional Effects of Monetary Policy504 cited
  • 1990Testing For Common Features470 cited
  • 1993COMMON TRENDS AND COMMON CYCLES461 cited
  • 1995THE RELATION BETWEEN NARRATIVE AND MONEY MARKET INDICATORS OF MONETARY POLICY169 cited

Cited by

  • 2015A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence

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179 cited
  • 2009Is housing the business cycle? Evidence from US cities131 cited
  • 2002The importance of common cyclical features in VAR analysis: a Monte-Carlo study94 cited
  • 2005The Role of Budget Stabilization Funds in Smoothing Government Expenditures over the Business Cycle92 cited
  • 2021Tracking Weekly State-Level Economic Conditions88 cited
  • 2007Regional Business Cycles and the Emergence of Sheltered Economies in the Southern Periphery of Europe76 cited
  • 2008The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations70 cited
  • 2008States and the business cycle58 cited
  • 2005Regional cyclical asymmetries in an optimal currency area: an analysis using US state data48 cited
  • 2017An endogenously clustered factor approach to international business cycles47 cited
  • 2003Business Cycle Phases in U.S. States44 cited
  • 2006A Note on Common Cycles, Common Trends, and Convergence29 cited
  • 2011The Propagation of Regional Recessions29 cited
  • 2011Cycles inside cycles: Spanish regional aggregation26 cited
  • 2021Tracking weekly state-level economic conditions26 cited
  • 2007Codependence in cointegrated autoregressive models22 cited