SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stability Analysis of Continuous-Time Macroeconometric Systems
2 references·10 citing·43 second hop
Stability Analysis of Continuous-Time Macroeconometric Systems (1999)Stability Analysis of Continuous-Time Mac…The Italian continuous time model (1990)The Italian continuous time m…A Macroeconomic Model of the United Kingdom (Un modele macroeconomique du Royaume-Uni) (Modelo macroeconomico del Reino Unido) (1978)A Macroeconomic Model of the …Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences (2015)Bifurcation of Macroeconometr…AN ANALYTICAL AND NUMERICAL SEARCH FOR BIFURCATIONS IN OPEN ECONOMY NEW KEYNESIAN MODELS (2014)AN ANALYTICAL AND NUMERICAL S…Hopf bifurcation in the Clarida, Gali, and Gertler model (2013)Hopf bifurcation in the Clari…Specification sensitivities in the Markov-switching unit root test for bubbles (2012)Specification sensitivities i…The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs (2011)The Euro/Dollar exchange rate…Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions (2008)Non-robust dynamic inferences…A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends (2007)A Continuous Time Econometric…Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model (2003)Nonlinear Phillips curves, co…U.S. and Canadian industrial production indices as coupled oscillators (2002)U.S. and Canadian industrial …Speculative Behavior, Regime-Switching, and Stock Market Crashes (1999)Speculative Behavior, Regime-…On the mechanics of economic development (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Endogenous Technological Change (1989)Causal relationships between inflation and inflation uncertainty (2020)Efficient Capital Markets: II (1991)Complex Evolutionary Systems in Behavioral Finance (2008)Rational and Near‐Rational Bubbles Without Drift (2010)Date Stamping Bubbles in Real Estate Investment Trusts (2015)American Economic Review (2019)Income and Price Elasticities in World Trade (1969)The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect (1983)The New Palgrave: A Dictionary of Economics. (1988)Exchange rate determination: Single-equation or economy-wide models? (1990)Gaussian estimation of a second order continuous time macroeconometric model of the UK (1992)Explosive Rational Bubbles in Stock Prices (1988)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Exploring the WTI crude oil price bubble process using the Markov regime switching model (2014)Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets (2016)An empirical investigation of herding in the U.S. stock market (2017)Empirical exchange rate models of the seventies (1983)A Rational Route to Randomness (1997)Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Assessing the Marshall–Lerner condition within a stock-flow consistent model (2019)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)Mode-Locking and Regional Business Cycle Synchronization* (2005)A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence (2016)The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Two New Zealand pioneer econometricians (2010)Estimation of Semiparametric Locally Stationary Diffusion Models (2012)ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (2014)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)Business cycles, bifurcations and chaos in a neo-classical model with investment dynamics (2007)Endogenous Business Cycles and the Economic Response to Exogenous Shocks (2007)Inflation-deflation expectations and economic stability in a Kaleckian system (2017)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Macroeconomic Effects of Changes in Barriers to Trade and Capital Flows: A Simulation Analysis (Effects macroeconomiques des modifications apportees aux obstacles aux echanges commerciaux et aux mouvements de capitaux: analyse de simulation) (Efectos macroeconomicos de cambios en las barreras al comercio y al movimientos de capitales: Un modelo de simulacion) (1983)
this work references cited by second hop

References

  • 1978A Macroeconomic Model of the United Kingdom (Un modele macroeconomique du Royaume-Uni) (Modelo macroeconomico del Reino Unido)62 cited
  • 1990The Italian continuous time model57 cited

Cited by

  • 1999Speculative Behavior, Regime-Switching, and Stock Market Crashes67 cited
  • 2012Specification sensitivities in the Markov-switching unit root test for bubbles43 cited
  • 2007A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends42 cited
  • 2015Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences24 cited
  • 2008Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions23 cited
  • 2011The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs22 cited
  • 2002U.S. and Canadian industrial production indices as coupled oscillators21 cited
  • 2003Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model18 cited
  • 2013Hopf bifurcation in the Clarida, Gali, and Gertler model12 cited
  • 2014AN ANALYTICAL AND NUMERICAL SEARCH FOR BIFURCATIONS IN OPEN ECONOMY NEW KEYNESIAN MODELS12 cited

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