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A VECX* Model of the Swiss Economy
16 references·4 citing·37 second hop
A VECX* Model of the Swiss Economy (2008)A VECX* Model of the Swiss EconomyAn Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…The Scope of Cooperation: Values and Incentives * (2008)The Scope of Cooperation: Val…Productivity and the Decision to Import and Export: Theory and Evidence (2008)Productivity and the Decision…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…A Long run structural macroeconometric model of the UK (2003)A Long run structural macroec…Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model (2001)Modeling Regional Interdepend…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Cointegration and speed of convergence to equilibrium (1996)Cointegration and speed of co…ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS (1995)ALTERNATIVE ESTIMATORS AND UN…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data (2015)How do Individual Sectors Res…An Empirical Growth Model for Major Oil Exporters (2012)An Empirical Growth Model for…Oil Exports and the Iranian Economy (2011)Oil Exports and the Iranian E…Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows (2008)Forecasting the Swiss Economy…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)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)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical analysis of cointegration vectors (1988)Unit Roots and Cointegration in Panels (2008)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Panel Vector Autoregressive Models: A Survey (2013)The Evolution of Cooperation (1981)Making democracy work: civic traditions in modern Italy (1993)Does Culture Affect Economic Outcomes? (2006)Culture and Institutions: Economic Development in the Regions of Europe (2010)The Slave Trade and the Origins of Mistrust in Africa (2011)American Economic Review (2019)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2008The Scope of Cooperation: Values and Incentives *1,058 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
  • 1995ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS254 cited
  • 2003A Long run structural macroeconometric model of the UK225 cited
  • 2008Productivity and the Decision to Import and Export: Theory and Evidence

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167 cited
  • 2001Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model167 cited
  • Cited by

    • 2008Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows40 cited
    • 2011Oil Exports and the Iranian Economy21 cited
    • 2015How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data15 cited
    • 2012An Empirical Growth Model for Major Oil Exporters15 cited