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Searching For a Break in GNP
9 references·16 citing·38 second hop
Searching For a Break in GNP (1988)Searching For a Break in GNPTime Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Macroeconomics and Reality (1980)Macroeconomics and RealityOil price shocks and stock market returns: Evidence for some European countries (2013)Oil price shocks and stock ma…GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009)GLS-BASED UNIT ROOT TESTS WIT…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 …Introductory Econometrics for Finance (2008)Introductory Econometrics for…Natural resources: neither curse nor destiny (2007)Natural resources: neither cu…Financial structure and economic growth (2007)Financial structure and econo…The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Random walk versus breaking trend in stock prices: Evidence from emerging markets (2003)Random walk versus breaking t…How cannibalistic is the Internet channel? A study of the newspaper industry in the United Kingdom and The Netherlands (2002)How cannibalistic is the Inte…Dangers of data mining: The case of calendar effects in stock returns (2001)Dangers of data mining: The c…Testing For and Dating Common Breaks in Multivariate Time Series (1998)Testing For and Dating Common…Testing of unit root and other nonstationary hypotheses in macroeconomic time series (1997)Testing of unit root and othe…Global versus country-specific productivity shocks and the current account (1995)Global versus country-specifi…Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Chapter 32 Perspectives on PP…Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…The dynamic effects of aggregate demand and supply disturbance (1988)The dynamic effects of aggreg…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bounds testing approaches to the analysis of level relationships (2001)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)A Contribution to the Theory of Economic Growth (1956)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Agency Costs, Net Worth, And Business Fluctuations (1988)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Band Pass Filter (1999)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Residual-based tests for cointegration in models with regime shifts (1996)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? 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this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1987Are Output Fluctuations Transitory?811 cited

Cited by

  • 2008Introductory Econometrics for Finance3,662 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
  • 1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series521 cited
  • 2009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES475 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 2007

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

Natural resources: neither curse nor destiny
457 cited
  • 1998Testing For and Dating Common Breaks in Multivariate Time Series434 cited
  • 2013Oil price shocks and stock market returns: Evidence for some European countries380 cited
  • 2008Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses377 cited
  • 1995Chapter 32 Perspectives on PPP and long-run real exchange rates350 cited
  • 1995Global versus country-specific productivity shocks and the current account348 cited
  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence343 cited
  • 2002How cannibalistic is the Internet channel? A study of the newspaper industry in the United Kingdom and The Netherlands341 cited
  • 2007Financial structure and economic growth283 cited
  • 2001Dangers of data mining: The case of calendar effects in stock returns282 cited
  • 2003Random walk versus breaking trend in stock prices: Evidence from emerging markets276 cited