Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

8 references·7 citing·43 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1982Trends and random walks in macroeconmic time series4,670 cited
1988How Big Is the Random Walk in GNP?1,270 cited
1986Univariate detrending methods with stochastic trends851 cited
1987Are Output Fluctuations Transitory?811 cited
1987The Cyclical Component of U. S. Economic Activity741 cited
1989Long memory and persistence in aggregate output546 cited
1996Cointegration and speed of convergence to equilibrium526 cited
1987Permanent and Transitory Components in Macroeconomic Fluctuations253 cited

Cited by

2015Measuring the dynamics of global business cycle connectedness71 cited
2015On detecting end-of-sample instabilities69 cited
2007The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach43 cited
2015A state-dependent model for inflation forecasting39 cited
2015Tests for serial dependence in static, non-Gaussian factor models31 cited
2009Inflation persistence in the Franc zone: Evidence from disaggregated prices29 cited
1999Long memory in time series of economic growth and convergence17 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work