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IV threshold cointegration tests and the Taylor rule
16 references·1 citing·30 second hop
IV threshold cointegration tests and the Taylor rule (2010)IV threshold cointegration tests and the …Dealing with Structural Breaks (2005)Dealing with Structural BreaksTesting for two-regime threshold cointegration in vector error-correction models (2002)Testing for two-regime thresh…Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…A real-time data set for macroeconomists (2001)A real-time data set for macr…Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Threshold Cointegration (1997)Threshold CointegrationInference in TAR Models (1997)Inference in TAR ModelsTesting for an unstable root in conditional and structural error correction models (1994)Testing for an unstable root …Discretion versus policy rules in practice (1993)Discretion versus policy rule…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Cointegration tests of purchasing power parity (2013)Cointegration tests of purcha…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Testing for Common Trends (1988)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Hidden Cointegration (2002)Asymmetric Price Transmission: A Survey (2004)Oil prices and economic activity: An asymmetric cointegration approach (2006)Dynamic Econometrics (1995)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Long memory and regime switching (2001)
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References

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  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1993Discretion versus policy rules in practice9,059 cited
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  • 2001A real-time data set for macroeconomists787 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
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  • 1997Inference in TAR Models636 cited
  • 1994Testing for an unstable root in conditional and structural error correction models

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  • 2013Cointegration tests of purchasing power parity14 cited