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Estimating Potential Output for New Zealand: A Structural VAR Approach
16 references·3 citing·42 second hop
Estimating Potential Output for New Zealand: A Structural VAR Approach (2002)Estimating Potential Output for New Zeala…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Vector Autoregressions and Reality (2002)Vector Autoregressions and Re…Impulse response and forecast error variance asymptotics in nonstationary VARs (1998)Impulse response and forecast…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…The Time-Varying NAIRU and its Implications for Economic Policy (1996)The Time-Varying NAIRU and it…How Precise are Estimates of the Natural Rate of Unemployment? (1996)How Precise are Estimates of …Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series (1995)Measuring Business Cycles App…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…The Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…Measuring Business Cycles. (1948)Measuring Business Cycles.Measuring Business Cycles. (1946)Measuring Business Cycles.What Is in Your Output Gap? Unified Framework & Decomposition into Observables (2013)What Is in Your Output Gap? U…The information content of the neutral rate of interest (2006)The information content of th…Stylised Facts from Output Gap Measures (2003)Stylised Facts from Output Ga…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)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)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Time to Build and Aggregate Fluctuations (1982)Production, growth and business cycles (1988)Detrending and business cycle facts (1998)The Differential Regional Effects of Monetary Policy (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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 (1977)Testing for unit roots in heterogeneous panels (2003)Tests For Unit Roots: A Monte Carlo Investigation (1988)5 Stochastic volatility (1996)Forecasting inflation (1999)Forecasting Output and Inflation: The Role of Asset Prices (2003)Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (1997)Chapter 14 Resuscitating real business cycles (1999)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)Fractional Brownian Motions, Fractional Noises and Applications (1968)Long memory processes and fractional integration in econometrics (1996)Are Business Cycles All Alike? (1984)BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization (2003)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 1946Measuring Business Cycles.626 cited
  • 1948Measuring Business Cycles.563 cited
  • 1996How Precise are Estimates of the Natural Rate of Unemployment?427 cited
  • 2002Vector Autoregressions and Reality413 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1998Impulse response and forecast error variance asymptotics in nonstationary VARs310 cited

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1996
The Time-Varying NAIRU and its Implications for Economic Policy
219 cited

Cited by

  • 2006The information content of the neutral rate of interest18 cited
  • 2003Stylised Facts from Output Gap Measures15 cited
  • 2013What Is in Your Output Gap? Unified Framework & Decomposition into Observables14 cited