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Unit Roots in Real GNP: Do We Know, and Do We Care?
15 references·6 citing·38 second hop
Unit Roots in Real GNP: Do We Know, and Do We Care? (1989)Unit Roots in Real GNP: Do We Know, and D…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds (1991)The Relative Importance of Pe…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Money does Granger-cause output in the bivariate money-output relation (1988)Money does Granger-cause outp…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Bayesian skepticism on unit root econometrics (1988)Bayesian skepticism on unit r…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Theory Ahead of Business Cycle Measurement (1986)Theory Ahead of Business Cycl…Are Output Fluctuations Transitory? (1986)Are Output Fluctuations Trans…What Is Left of the Multiplier Accelerator (1981)What Is Left of the Multiplie…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…General Equilibrium Restrictions for Dynamic Factor Models (2010)General Equilibrium Restricti…Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975–1996 (2000)Expectations Formation and Bu…Central Bank Independence and Sacrifice Ratios: Some Further Considerations (2000)Central Bank Independence and…Long-Run PPP May Not Hold after All (1999)Long-Run PPP May Not Hold aft…The ?growth tax? in the United States (1995)The ?growth tax? in the Unite…The P-Star Approach to the Link Between Money and Prices (1990)The P-Star Approach to the Li…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)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)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The theory and practice of econometrics (1986)Common stochastic trends in international stock markets (1992)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)Predictive regressions (1999)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Trends and random walks in macroeconmic time series (1982)Are Output Fluctuations Transitory? (1987)Low frequency filtering and real business cycles (1993)Measuring Business Cycles (1947)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Permanent and Transitory Components of GNP and Stock Prices (1994)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1992)The structure of interdependence in international stock markets (2003)Macroeconomic Shocks and Their Propagation (2016)Why Does Stock Market Volatility Change Over Time? (1989)Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)The distribution of realized stock return volatility (2001)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1988Bayesian skepticism on unit root econometrics527 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1988Money does Granger-cause output in the bivariate money-output relation170 cited
  • 1986Are Output Fluctuations Transitory?168 cited
  • 1991The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds166 cited
  • 1986Theory Ahead of Business Cycle Measurement106 cited
  • 1981What Is Left of the Multiplier Accelerator61 cited

Cited by

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  • 1995The ?growth tax? in the United States71 cited
  • 1999Long-Run PPP May Not Hold after All48 cited
  • 2010General Equilibrium Restrictions for Dynamic Factor Models41 cited
  • 1990The P-Star Approach to the Link Between Money and Prices22 cited
  • 2000Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975–199618 cited
  • 2000Central Bank Independence and Sacrifice Ratios: Some Further Considerations17 cited