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Evidence for common features in G7 macroeconomic time series
16 references·3 citing·29 second hop
Evidence for common features in G7 macroeconomic time series (2005)Evidence for common features in G7 macroe…Journal of Applied Econometrics (2006)Journal of Applied Econometri…Tests for cointegration a Monte Carlo comparison (1996)Tests for cointegration a Mon…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions (1995)Finite Sample Performance of …Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Testing for Common Features (1993)Testing for Common FeaturesCOMMON TRENDS AND COMMON CYCLES (1993)COMMON TRENDS AND COMMON CYCL…Testing For Common Features (1990)Testing For Common FeaturesTesting for Common Trends (1988)Testing for Common TrendsTesting for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Macroeconomics and Reality (1980)Macroeconomics and RealityChanges of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis (2015)Changes of China’s agri-food …Business cycle comovement in the G-7: common shocks or common transmission mechanisms? (2009)Business cycle comovement in …Evaluating growth cycle synchronisation in the EU (2008)Evaluating growth cycle synch…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Chapter 49 Arch models (1994)5 Stochastic volatility (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)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)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Bounds testing approaches to the analysis of level relationships (2001)Numerical distribution functions of likelihood ratio tests for cointegration (1999)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)The Effect of Fixed Exchange Rates on Monetary Policy (2004)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)The Mechanism(s) of Neighbourhood Effects: Theory, Evidence, and Policy Implications (2011)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1988Testing for Common Trends1,894 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2006Journal of Applied Econometrics979 cited
  • 1990Testing For Common Features470 cited
  • 1993COMMON TRENDS AND COMMON CYCLES461 cited
  • 1988Testing for Common Trends428 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems426 cited
  • 1996Tests for cointegration a Monte Carlo comparison264 cited
  • 1993Testing for Common Features227 cited
  • 1995Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions

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200 cited

Cited by

  • 2009Business cycle comovement in the G-7: common shocks or common transmission mechanisms?31 cited
  • 2008Evaluating growth cycle synchronisation in the EU13 cited
  • 2015Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis12 cited