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Real and monetary convergence between the European Union’s core and recent member countries: A rolling cointegration approach
8 references·16 citing·34 second hop
Real and monetary convergence between the European Union’s core and recent member countries: A rolling cointegration approach (2004)Real and monetary convergence between the…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Shocking aspects of European monetary integration (1993)Shocking aspects of European …VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (1992)VECTOR AUTOREGRESSIVE MODELS …A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…A Theory of Optimum Currency Areas (1961)A Theory of Optimum Currency …What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis? 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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
  • 1961A Theory of Optimum Currency Areas4,546 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1993Shocking aspects of European monetary integration566 cited
  • 1992VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING460 cited

Cited by

  • 2014The evolution of economic convergence in the European Union220 cited
  • 2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5125 cited
  • 2010Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade121 cited
  • 2006Pilgrims to the Eurozone: How far, how fast?100 cited
  • 2013African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment99 cited
  • 2010Equity prices and macroeconomic fundamentals: International evidence

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76 cited
  • 2009Structural change and international stock market interdependence: Evidence from Asian emerging markets70 cited
  • 2013Real and monetary policy convergence: EMU crisis to the CFA zone66 cited
  • 2012Are Proposed African Monetary Unions Optimal Currency Areas? Real, Monetary and Fiscal Policy Convergence Analysis59 cited
  • 2017Financial development convergence: New evidence for the EU49 cited
  • 2006Convergence of interest rate pass-through in a wider euro zone?43 cited
  • 1996BOOTSTRAPPING THE TRACE STATISTIC IN VAR MODELS: MONTE CARLO RESULTS AND APPLICATIONS43 cited
  • 2005Common Stationary and Non-Stationary Factors in the Euro Area Analyzed in a Large-Scale Factor Model41 cited
  • 2013Contagion in international financial markets: A recursive cointegration approach37 cited
  • 2022What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?36 cited
  • 2006How Much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks?33 cited