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Is Fiscal Policy Sustainable in Developing Economies?
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Is Fiscal Policy Sustainable in Developing Economies? (2006)Is Fiscal Policy Sustainable in Developin…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Tax base variability and procyclical fiscal policy in developing countries (2005)Tax base variability and proc…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts (1999)Macroeconomic Fluctuations in…The Behavior of U. S. Public Debt and Deficits (1998)The Behavior of U. S. Public …Fiscal Policy in Latin America (1997)Fiscal Policy in Latin AmericaCo-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Taxation and development (1992)Taxation and developmentStatistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Common trends, the government's budget constraint, and revenue smoothing (1988)Common trends, the government…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)On the Limitations of Governm…On the Determination of the Public Debt (1979)On the Determination of the P…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Optimum Growth in an Aggregative Model of Capital Accumulation (1965)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The role of macroeconomic factors in growth (1993)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (1999)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Testing for a Unit Root in Time Series Regression (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Bounds testing approaches to the analysis of level relationships (2001)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Understanding the Effects of Government Spending on Consumption (2007)Time Series Regression with a Unit Root (1987)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Barro on the Ricardian Equivalence Theorem (1976)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Unanticipated Money, Output, and the Price Level in the United States (1978)Optimal fiscal and monetary policy in an economy without capital (1983)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Growth in a Time of Debt (2010)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Band Pass Filter (1999)Stories of the Twentieth Century for the Twenty-First (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autoregressive Unit Root (1996)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
  • 1979On the Determination of the Public Debt3,342 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations2,044 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,761 cited
  • 1998The Behavior of U. S. Public Debt and Deficits1,623 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,585 cited
  • 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing954 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.935 cited
  • 1997Fiscal Policy in Latin America865 cited
  • 2005Tax base variability and procyclical fiscal policy in developing countries799 cited
  • 1992Taxation and development542 cited
  • 1988Common trends, the government's budget constraint, and revenue smoothing

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  • 1999Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts451 cited
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