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The analysis of seasonal economic models
16 references·0 citing·38 second hop
The analysis of seasonal economic models (1979)The analysis of seasonal economic modelsSeasonal Analysis of Economic Time Series. (1981)Seasonal Analysis of Economic…Seasonality: Causation, Interpretation, and Implications (1979)Seasonality: Causation, Inter…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships—and the Lack Th…Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)Relationships--and the Lack T…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…Seasonal Adjustment and Relations Between Variables (1974)Seasonal Adjustment and Relat…Seasonal Adjustment and Relations between Variables (1974)Seasonal Adjustment and Relat…Rational Expectations and the Dynamics of Hyperinflation (1973)Rational Expectations and the…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYSome Properties of "Optimal" Seasonal Adjustment (1970)Some Properties of "Optimal" …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…The X-11 variant of the census method II seasonal adjustment program (1965)The Typical Spectral Shape of an Economic Variable (1966)Cointegration tests of energy consumption, income, and employment (1992)Issues Involved With the Seasonal Adjustment of Economic Time Series (2002)Advertising and Aggregate Consumption: An Analysis of Causality (2010)A Model of Exchange Rate Dynamics (1982)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Modern Hyper- and High Inflations (2002)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Time Series Analysis, Forecasting and Control. (1971)Effects of model specification on tests for unit roots in macroeconomic data (1987)Shifting endpoints in the term structure of interest rates (2001)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Diagnostic Expectations and Credit Cycles (2017)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1957Studies in the Quantity Theory of Money.825 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1973Rational Expectations and the Dynamics of Hyperinflation441 cited
  • 1974Seasonal Adjustment and Relations between Variables327 cited
  • 1977Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates307 cited
  • 1974Seasonal Adjustment and Relations Between Variables169 cited
  • 1970Some Properties of "Optimal" Seasonal Adjustment149 cited
  • 1977Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates146 cited
  • 1979Seasonality: Causation, Interpretation, and Implications47 cited

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  • 1981Seasonal Analysis of Economic Time Series.42 cited
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