SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
THE ROLE OF COMMODITY PRICES IN MACROECONOMIC POLICY IN SOUTH AFRICA
16 references·0 citing·44 second hop
THE ROLE OF COMMODITY PRICES IN MACROECONOMIC POLICY IN SOUTH AFRICA (2007)THE ROLE OF COMMODITY PRICES IN MACROECON…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts (1999)Macroeconomic Fluctuations in…Detrending and business cycle facts: A user’s guide (1998)Detrending and business cycle…Detrending and business cycle facts (1998)Detrending and business cycle…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Making wald tests work for cointegrated VAR systems (1996)Making wald tests work for co…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Commodity Prices: Cyclical Weakness or Secular Decline? (1994)Commodity Prices: Cyclical We…Vector Autoregressions and Causality (1993)Vector Autoregressions and Ca…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Business Cycle Durations and Postwar Stabilization of the U.S. Economy (1992)Business Cycle Durations and …The Excess Co-Movement of Commodity Prices (1990)The Excess Co-Movement of Com…On The Behavior of Commodity Prices (1990)On The Behavior of Commodity …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Relative Prices and Money: A Vector Autoregression on Brazilian Data (1984)Relative Prices and Money: A …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Measuring Business Cycles (1947)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Frontiers of Business Cycle Research (1995)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Optimal Inference in Cointegrated Systems (1991)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)How do business and financial cycles interact? (2011)Inference in Linear Time Series Models with some Unit Roots (1990)Testing for short- and long-run causality: A frequency-domain approach (2005)Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application (2006)Survey of the international evidence on the causal relationship between energy consumption and growth (2010)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Integration and Contagion (2005)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1998Detrending and business cycle facts922 cited
  • 1996Making wald tests work for cointegrated VAR systems906 cited
  • 1993Vector Autoregressions and Causality867 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • 1999Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts451 cited
  • 1990On The Behavior of Commodity Prices421 cited
  • 1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy258 cited
  • 1994Commodity Prices: Cyclical Weakness or Secular Decline?216 cited
  • 1998Detrending and business cycle facts: A user’s guide158 cited
  • 1984

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

Relative Prices and Money: A Vector Autoregression on Brazilian Data
129 cited

Cited by

No citing works inside the corpus for this window.