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On Modelling the Long Run in Applied Economics
9 references·8 citing·38 second hop
On Modelling the Long Run in Applied Economics (1997)On Modelling the Long Run in Applied Econ…Further Developments in the Study of Cointegrated Variables (2010)Further Developments in the S…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Can Economic Time Series Be Differenced to Stationarity? (1996)Can Economic Time Series Be D…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing for causality (1980)Testing for causalityTime Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…GLOBALIZATION AND INFLATION: NEW PANEL EVIDENCE (2015)GLOBALIZATION AND INFLATION: …Instruments and methods for the integration of company's strategic goals and key performance indicators (2013)Instruments and methods for t…Structural Change and Cross-Country Growth Empirics (2012)Structural Change and Cross-C…Distribution and Growth in France and Germany: Single Equation Estimations and Model Simulations Based on the Bhaduri/Marglin Model (2009)Distribution and Growth in Fr…Credit, Bonds, Stocks and Growth in Seven Large Economies (2006)Credit, Bonds, Stocks and Gro…Defense Spending Promotes Aggregate Output in the United States--Evidence from Cointegration Analysis (2002)Defense Spending Promotes Agg…Trade Liberalization and Productivity Growth: Time‐Series Evidence from Australian Manufacturing (1999)Trade Liberalization and Prod…Exchange Rate Pass-Through and Dynamic Oligopoly: An Empirical Investigation (1999)Exchange Rate Pass-Through an…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Cross-Sectional versus Longitudinal Survey Research: Concepts, Findings, and Guidelines (2008)Testing for Granger non-causality in heterogeneous panels (2012)On exports and economic growth (1983)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A non‐linear defence‐growth nexus? evidence from the US economy (2004)The Relationship between Defense Spending and Economic Growth in the United States (2009)DOES DEFENCE SPENDING IMPEDE ECONOMIC GROWTH? COINTEGRATION AND CAUSALITY ANALYSIS FOR PAKISTAN (2012)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A PANIC Attack on Unit Roots and Cointegration (2004)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Forecasting, Structural Time Series Models and the Kalman Filter (1990)On Markov error‐correction models, with an application to stock prices and dividends (2004)Testing Joint Hypotheses When One of the Alternatives is One-Sided (2006)Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Some properties of time series data and their use in econometric model specification (1981)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Imports and exports in 50 countries (2002)Informal self-employment and macroeconomic fluctuations (2009)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)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 1980Testing for causality1,747 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 2010Further Developments in the Study of Cointegrated Variables156 cited
  • 1996Can Economic Time Series Be Differenced to Stationarity?129 cited

Cited by

  • 2002Defense Spending Promotes Aggregate Output in the United States--Evidence from Cointegration Analysis119 cited
  • 2012Structural Change and Cross-Country Growth Empirics82 cited
  • 2009Distribution and Growth in France and Germany: Single Equation Estimations and Model Simulations Based on the Bhaduri/Marglin Model52 cited
  • 1999Trade Liberalization and Productivity Growth: Time‐Series Evidence from Australian Manufacturing44 cited
  • 2013Instruments and methods for the integration of company's strategic goals and key performance indicators32 cited

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  • 2015GLOBALIZATION AND INFLATION: NEW PANEL EVIDENCE20 cited
  • 2006Credit, Bonds, Stocks and Growth in Seven Large Economies20 cited
  • 1999Exchange Rate Pass-Through and Dynamic Oligopoly: An Empirical Investigation16 cited