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THE ERROR TERM IN THE HISTORY OF TIME SERIES ECONOMETRICS
16 references·8 citing·38 second hop
THE ERROR TERM IN THE HISTORY OF TIME SERIES ECONOMETRICS (2001)THE ERROR TERM IN THE HISTORY OF TIME SER…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…The History of Econometric Ideas (1990)The History of Econometric Id…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Macroeconomics and Reality (1980)Macroeconomics and RealityFormulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…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)Serial Correlation as a Conve…Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Estimation of Dynamic Labor D…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Business Cycle Modeling Witho…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)"Rational" Expectations, the …Investment Under Uncertainty (1971)Investment Under UncertaintyEconomic Forecasts and Policy (1962)Economic Forecasts and PolicyRational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…The Summation of Random Causes as the Source of Cyclic Processes (1937)The Summation of Random Cause…The ontological status of shocks and trends in macroeconomics (2014)The ontological status of sho…Observing Shocks (2012)Observing ShocksModelling trends and cycles in economic time series: historical perspective and future developments (2008)Modelling trends and cycles i…Book reviews (2008)Book reviewsMeasuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach (2007)Measuring Regional Market Int…The first fifty years of modern econometrics (2005)The first fifty years of mode…The Nobel Memorial Prize for Clive W. J. Granger (2004)The Nobel Memorial Prize for …Determinants of household savings in China and their role in quasi‐money supply1 (2003)Determinants of household sav…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)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)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)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Explaining Cointegration Analysis: Part 1 (2000)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)No History of Ideas, Please, We're Economists (2001)Uncertainty and the effectiveness of policy (1967)Predictability of Stock Returns: Robustness and Economic Significance (1995)Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes (2013)Staggered prices in a utility-maximizing framework (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)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)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1975"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule2,172 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1990The History of Econometric Ideas1,084 cited
  • 1962Economic Forecasts and Policy980 cited
  • 1971Investment Under Uncertainty952 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1937The Summation of Random Causes as the Source of Cyclic Processes868 cited
  • 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited

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1978
Estimation of Dynamic Labor Demand Schedules under Rational Expectations
604 cited

Cited by

  • 2004The Nobel Memorial Prize for Clive W. J. Granger42 cited
  • 2003Determinants of household savings in China and their role in quasi‐money supply133 cited
  • 2005The first fifty years of modern econometrics32 cited
  • 2007Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach32 cited
  • 2014The ontological status of shocks and trends in macroeconomics25 cited
  • 2012Observing Shocks21 cited
  • 2008Modelling trends and cycles in economic time series: historical perspective and future developments20 cited
  • 2008Book reviews17 cited