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International evidence on the persistence of economic fluctuations
14 references·16 citing·33 second hop
International evidence on the persistence of economic fluctuations (1989)International evidence on the persistence…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for Common Trends (1988)Testing for Common TrendsHow Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…An empirical investigation of the long-run behavior of real exchange rates (1987)An empirical investigation of…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918 (1986)The Prewar Business Cycle Rec…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Understanding business cycles (1977)Understanding business cyclesThe permanent effects of fiscal consolidations (2017)The permanent effects of fisc…A Long run structural macroeconometric model of the UK (2003)A Long run structural macroec…On Regional Inequality and Diverging Clubs: A Case Study of Contemporary China (2001)On Regional Inequality and Di…Have Air Pollutant Emissions Converged Among U.S. Regions? Evidence from Unit Root Tests (1999)Have Air Pollutant Emissions …Convergence of international output Time series evidence for 16 OECD countries (1999)Convergence of international …Testing neoclassical convergence in regional incomes and earnings (1996)Testing neoclassical converge…CONVERGENCE AND THE U.S. STATES: A TIME‐SERIES ANALYSIS* (1996)CONVERGENCE AND THE U.S. STAT…Can Economic Time Series Be Differenced to Stationarity? (1996)Can Economic Time Series Be D…Are U.S. regional incomes converging? Some further evidence (1996)Are U.S. regional incomes con…Temporal Aggregation and Economic Time Series (1995)Temporal Aggregation and Econ…FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES (1994)FURTHER EVIDENCE ON BREAKING …Testing for Common Features (1993)Testing for Common FeaturesPersistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth (1993)Persistence profiles and busi…Are U.S. regional incomes converging? (1993)Are U.S. regional incomes con…Partisan theory after fifteen years (1992)Partisan theory after fifteen…Output Persistence, Economic Structure, and the Choice of Stabilization Policy (1989)Output Persistence, Economic …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Irreversibility, Uncertainty, and Cyclical Investment (1980)Real Business Cycles (1983)Indivisible labor and the business cycle (1985)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Some International Evidence on Output-Inflation Tradeoffs. (1973)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Why Does Stock Market Volatility Change Over Time? (1989)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1988Testing for Common Trends1,894 cited
  • 1977Understanding business cycles1,460 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1987An empirical investigation of the long-run behavior of real exchange rates395 cited
  • 1986The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918309 cited

Cited by

  • 1993Are U.S. regional incomes converging?572 cited
  • 2017

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The permanent effects of fiscal consolidations
291 cited
  • 1992Partisan theory after fifteen years287 cited
  • 1994FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES269 cited
  • 2003A Long run structural macroeconometric model of the UK225 cited
  • 2001On Regional Inequality and Diverging Clubs: A Case Study of Contemporary China204 cited
  • 1993Testing for Common Features196 cited
  • 1999Convergence of international output Time series evidence for 16 OECD countries187 cited
  • 1995Temporal Aggregation and Economic Time Series156 cited
  • 1996Are U.S. regional incomes converging? Some further evidence138 cited
  • 1996Testing neoclassical convergence in regional incomes and earnings134 cited
  • 1999Have Air Pollutant Emissions Converged Among U.S. Regions? Evidence from Unit Root Tests131 cited
  • 1996Can Economic Time Series Be Differenced to Stationarity?129 cited
  • 1993Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth126 cited
  • 1989Output Persistence, Economic Structure, and the Choice of Stabilization Policy122 cited
  • 1996CONVERGENCE AND THE U.S. STATES: A TIME‐SERIES ANALYSIS*115 cited