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Transitory variation in investment and output
14 references·10 citing·40 second hop
Transitory variation in investment and output (1992)Transitory variation in investment and ou…Permanent Income, Current Income, and Consumption (1990)Permanent Income, Current Inc…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Production, growth and business cycles (1988)Production, growth and busine…Production, growth and business cycles (1988)Production, growth and busine…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Multivariate estimates of the permanent components of GNP and stock prices (1988)Multivariate estimates of the…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…A Theory of the Consumption Function (1960)A Theory of the Consumption F…A Theory of the Consumption Function. (1958)A Theory of the Consumption F…Post-Keynesian Economics (1956)Post-Keynesian EconomicsInspecting the Mechanism (2015)Inspecting the MechanismFactor analysis of permanent and transitory dynamics of the US economy and the stock market (2010)Factor analysis of permanent …Balanced growth and the great ratios: New evidence for the US and UK (2010)Balanced growth and the great…The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles (2007)The Dynamic Relationship betw…Corporate Governance, Earnings Management, and the Information Content of Accounting Earnings: Theoretical Model and Empirical Tests (2005)Corporate Governance, Earning…New Evidence on Balanced Growth, Stochastic Trends, and Economic Fluctuations (2004)New Evidence on Balanced Grow…The Less Volatile US Economy: A Bayesian Investigation of Timing, Breadth,and Potential Explanations. (2001)The Less Volatile US Economy:…Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations (2001)Common Stochastic Trends, Com…Shocks (1994)ShocksUnivariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods (1990)Univariate vs. Multivariate F…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A Contribution to the Theory of Economic Growth (1956)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)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)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Are Output Fluctuations Transitory? (1987)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)The response of consumption to income (1991)The Response of Household Consumption to Income Tax Refunds (1999)Economic Growth and Subjective Well-Being: Reassessing the Easterlin Paradox (2008)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Econometric policy evaluation: A critique (1976)Business conditions and expected returns on stocks and bonds (1989)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1960A Theory of the Consumption Function2,232 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1990Permanent Income, Current Income, and Consumption573 cited
  • 1988Production, growth and business cycles564 cited
  • 1958A Theory of the Consumption Function.449 cited
  • 1956Post-Keynesian Economics94 cited
  • 1988Multivariate estimates of the permanent components of GNP and stock prices73 cited

Cited by

  • 2015Inspecting the Mechanism42 cited
  • 2005Corporate Governance, Earnings Management, and the Information Content of Accounting Earnings: Theoretical Model and Empirical Tests

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41 cited
  • 2007The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles30 cited
  • 2010Balanced growth and the great ratios: New evidence for the US and UK29 cited
  • 1994Shocks24 cited
  • 2001The Less Volatile US Economy: A Bayesian Investigation of Timing, Breadth,and Potential Explanations.23 cited
  • 1990Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods20 cited
  • 2010Factor analysis of permanent and transitory dynamics of the US economy and the stock market19 cited
  • 2001Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations17 cited
  • 2004New Evidence on Balanced Growth, Stochastic Trends, and Economic Fluctuations10 cited