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Do TFP and the relative price of investment share a common I(1) component?
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Do TFP and the relative price of investment share a common I(1) component? (2014)Do TFP and the relative price of investme…News shocks and business cycles (2011)News shocks and business cycl…Investment shocks and the relative price of investment (2010)Investment shocks and the rel…Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009)Testing for Shifts in Trend W…Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (2008)Unit root tests allowing for …The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (2006)The Dynamic Effects of Neutra…Do Technology Shocks Lead to a Fall in Total Hours Worked? (2004)Do Technology Shocks Lead to …The role of investment-specific technological change in the business cycle (2000)The role of investment-specif…Testing For and Dating Common Breaks in Multivariate Time Series (1998)Testing For and Dating Common…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts (1996)PRACTITIONERS CORNER: Tests f…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment (1937)Time to Build and Aggregate Fluctuations (1982)Income and Wealth Heterogeneity in the Macroeconomy (1998)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Time Series Regression with a Unit Root (1987)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Commodity currencies and the real exchange rate (2004)Tests for cointegration allowing for an unknown number of breaks (2012)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Inference About the Change-Point in a Sequence of Random Variables (1970)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Sample Splitting and Threshold Estimation (2000)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Dealing with Structural Breaks (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)Production, growth and business cycles (1988)Information Technology and the U.S. Economy (2001)Estimating Macroeconomic Models: A Likelihood Approach (2007)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Firm-specific capital, nominal rigidities and the business cycle (2010)A Quarterly, Utilization-Adjusted Series on Total Factor Productivity (2012)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Generalized impulse response analysis in linear multivariate models (1998)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 2006The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks693 cited
  • 1996PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts600 cited
  • 2000The role of investment-specific technological change in the business cycle548 cited
  • 2011News shocks and business cycles534 cited
  • 2010Investment shocks and the relative price of investment512 cited
  • 1998Testing For and Dating Common Breaks in Multivariate Time Series434 cited
  • 2008Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses377 cited
  • 2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component

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271 cited
  • 2004Do Technology Shocks Lead to a Fall in Total Hours Worked?231 cited
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