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A random walk through the Gibson paradox
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A random walk through the Gibson paradox (1989)A random walk through the Gibson paradoxShort-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant (2016)Short-Term Interest Rates as …Phases of capitalist development (2013)Phases of capitalist developm…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Multiple Time Series Regression with Integrated Processes (1986)Multiple Time Series Regressi…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…A Retrospective on the Classical Gold Standard, 1821-1931 (1984)A Retrospective on the Classi…Phases of Capitalist Development. (1983)Phases of Capitalist Developm…Monetary Trends in the United States and the United Kingdom (1982)Monetary Trends in the United…Inflation, real returns and capital investment (1982)Inflation, real returns and c…Money, income, and sunspots: Measuring economic relationships and the effects of differencing (1978)Money, income, and sunspots: …A History of Interest Rates. (1978)A History of Interest Rates.Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox (1973)Interest Rates and Prices in …A history of interest rates (1963)A history of interest ratesA Non-Paradoxical Interpretation of the Gibson Paradox (2021)A Non-Paradoxical Interpretat…On the Relation between Investment and Inflation: Some Results from Cointegration, Causation, and Sign Tests (1993)On the Relation between Inves…A note on capital market segmentation: new tests and evidence (1993)A note on capital market segm…Time Series Analysis: Forecasting and Control (1977)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 Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis, Forecasting and Control. (1971)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)The Democratic Advantage: Institutional Foundations of Financial Power in International Competition (2003)Hamilton's Paradox: The Promise and Peril of Fiscal Federalism (2005)Before and Beyond Divergence (2011)Productivity Growth, Convergence and Welfare: Comment (1988)Growth and Slowdown in Advanced Capitalist Economies: Techniques of Quantitative Assessment (1995)The Mystery of Economic Growth (2004)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)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)Testing for unit roots in heterogeneous panels (2003)Slow Convergence? The New Endogenous Growth Theory and Regional Development (1998)Tracking the Middle-Income Trap: What is it, Who is in it, and Why? (2012)Convergence and Modernisation (2015)Liquidity, loanable funds, and real activity (1992)Price-level determinacy without control of a monetary aggregate (1995)The Gold Standard as a “Good Housekeeping Seal of Approval” (1996)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 2013Phases of capitalist development887 cited
  • 1986Multiple Time Series Regression with Integrated Processes837 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • 1963A history of interest rates619 cited
  • 1983Phases of Capitalist Development.595 cited
  • 1978A History of Interest Rates.540 cited
  • 1982Inflation, real returns and capital investment477 cited
  • 1984A Retrospective on the Classical Gold Standard, 1821-1931386 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • 1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing219 cited

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  • 1973Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox137 cited
  • Cited by

    • 1993A note on capital market segmentation: new tests and evidence23 cited
    • 2021A Non-Paradoxical Interpretation of the Gibson Paradox12 cited
    • 1993On the Relation between Investment and Inflation: Some Results from Cointegration, Causation, and Sign Tests10 cited