this work references cited by second hopReferences
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1998Generalized impulse response analysis in linear multivariate models6,129 cited
- 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
- 1996Impulse response analysis in nonlinear multivariate models5,071 cited
- 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
- 2009This Time Is Different2,361 cited
- 1999Foreign direct investment-led growth: evidence from time series and panel data1,462 cited
- 1977Understanding business cycles1,460 cited
- 1997Foreign direct investment in developing countries and growth: A selective survey1,417 cited
- 2011Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios1,300 cited
- 2001Vector Autoregressions1,168 cited
- 2002Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks829 cited
- 1990Business Cycles: Real Facts and a Monetary Myth
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work