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Asymptotic Inference on Cointegrating Rank in Partial Systems
5 references·16 citing·43 second hop
Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Cointegrating Ran…Testing superexogeneity and invariance in regression models (1993)Testing superexogeneity and i…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Fair weather or foul? The macroeconomic effects of El Niño (2017)Fair weather or foul? 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(1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing for Error Correction in Panel Data* (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Forecasting in cointegrated systems (1995)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Distributions of error correction tests for cointegration (2002)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Interaction between housing prices and household borrowing: The Finnish case (2008)Are gold and silver a hedge against inflation? 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(2017)Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (2019)Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (2019)Testing for an unstable root in conditional and structural error correction models (1994)Explaining Cointegration Analysis: Part II (2001)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)
this work references cited by second hop

References

  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1993Testing superexogeneity and invariance in regression models346 cited

Cited by

  • 2014The differential effects of oil demand and supply shocks on the global economy279 cited
  • 2017Fair weather or foul? The macroeconomic effects of El Niño226 cited
  • 1998Inference in Cointegrating Models: UK M1 Revisited203 cited
  • 2012Are REITs real estate? Evidence from international sector level data174 cited
  • 2013Self-reinforcing effects between housing prices and credit155 cited
  • 1998Exogeneity, Cointegration, and Economic Policy Analysis147 cited
  • 2004The Bernanke and Blinder Model in an Open Economy: The Italyn Case134 cited
  • 2013Housing cycles and macroeconomic fluctuations: A global perspective120 cited
  • 2001A REVIEW OF SYSTEMS COINTEGRATION TESTS110 cited

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2012
China's Emergence in the World Economy and Business Cycles in Latin America
107 cited
  • 2009Regional Financial Spillovers Across Europe103 cited
  • 2014More powerful cointegration tests with non-normal errors102 cited
  • 2016Country-specific oil supply shocks and the global economy: A counterfactual analysis90 cited
  • 2015On the Drivers of Inflation in Sub-Saharan Africa84 cited
  • 2004The Diffusion of Housing Price Movements from Center to Surrounding Areas82 cited
  • 2016Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry78 cited