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A Structural VAR Approach to the Intertemporal Model of the Current Account
16 references·0 citing·48 second hop
A Structural VAR Approach to the Intertemporal Model of the Current Account (2005)A Structural VAR Approach to the Intertem…Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Foundations of International Macroeconomics (1997)Foundations of International …Foundations of International Macroeconomics (1996)Foundations of International …By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Intertemporal Asset Pricing Without Consumption Data (1992)Intertemporal Asset Pricing W…International Real Business Cycles (1992)International Real Business C…How Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…Real Business Cycles in a Small Open Economy (1991)Real Business Cycles in a Sma…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Aggregate Dynamics and Staggered Contracts (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)On estimating the expected return on the market (1980)Economic Forces and the Stock Market (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Efficient Capital Markets: II (1991)Technical Change and the Aggregate Production Function (1957)Domestic Saving and International Capital Flows (1980)Time to Build and Aggregate Fluctuations (1982)Trying to Explain Home Bias in Equities and Consumption (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Book Review: Time Series Analysis: Forecasting and Control (1977)Generalized impulse response analysis in linear multivariate models (1998)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)A Theory of the Term Structure of Interest Rates (1985)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Debt, Deficits, and Finite Horizons (1985)Business Cycles and the Asset Structure of Foreign Trade (1994)Business cycles in emerging economies: the role of interest rates (2005)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Transition Modeling and Econometric Convergence Tests (2007)Chapter 23 Monetary policy in the open economy (1990)Exchange Rate Dynamics Redux (1995)The Purchasing Power Parity Puzzle (1996)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The determinants of cross-border equity flows (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)Econometric policy evaluation: A critique (1976)Inflation dynamics: A structural econometric analysis (1999)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding Risk and Return (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Noise Trader Risk in Financial Markets (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)
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References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1997Foundations of International Macroeconomics3,076 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1993Introduction to Multiple Time Series Analysis1,926 cited
  • 1992International Real Business Cycles1,842 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,579 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1991Real Business Cycles in a Small Open Economy1,093 cited
  • 1996Foundations of International Macroeconomics986 cited
  • 1989NBER macroeconomics annual 1987978 cited
  • 1992Intertemporal Asset Pricing Without Consumption Data954 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited

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1992
How Well Does The IS-LM Model Fit Postwar U. S. Data?
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