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Global and National Macroeconometric Modelling
16 references·16 citing·23 second hopsampled
Global and National Macroeconometric Modelling (2006)Global and National Macroeconometric Mode…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…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…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Cointegration test for the long-run economic relationships of East Africa community: evidence from a meta-analysis (2021)Cointegration test for the lo…Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks (2018)Quantile Connectedness: Model…Quantifying the economic impact of government and charity funding of medical research on private research and development funding in the United Kingdom (2016)Quantifying the economic impa…Forecasting with Global Vector Autoregressive Models: a Bayesian Approach (2016)Forecasting with Global Vecto…The Meta Taylor Rule (2015)The Meta Taylor RuleThe Rise of C hina and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model (2014)The Rise of C hina and Its Im…The role of credit in international business cycles (2012)The role of credit in interna…Evaluating a Global Vector Autoregression for Forecasting (2012)Evaluating a Global Vector Au…China's Emergence in the World Economy and Business Cycles in Latin America (2012)China's Emergence in the Worl…Oil Exports and the Iranian Economy (2011)Oil Exports and the Iranian E…China's Emergence in the World Economy and Business Cycles in Latin America (2011)China's Emergence in the Worl…China’s Emergence in the World Economy and Business Cycles in Latin America (2011)China’s Emergence in the Worl…Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework (2010)Probabilistic forecasting of …Pairwise Tests of Purchasing Power Parity (2009)Pairwise Tests of Purchasing …Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model (2008)Modeling Monetary Transmissio…Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows (2008)Forecasting the Swiss Economy…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)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)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

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5,868 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • Cited by

    • 2018Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks141 cited
    • 2016Quantifying the economic impact of government and charity funding of medical research on private research and development funding in the United Kingdom121 cited
    • 2012China's Emergence in the World Economy and Business Cycles in Latin America107 cited
    • 2016Forecasting with Global Vector Autoregressive Models: a Bayesian Approach83 cited
    • 2009Pairwise Tests of Purchasing Power Parity71 cited
    • 2010Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework58 cited
    • 2014The Rise of C hina and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model44 cited
    • 2012Evaluating a Global Vector Autoregression for Forecasting40 cited
    • 2008Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows40 cited
    • 2012The role of credit in international business cycles34 cited
    • 2011China’s Emergence in the World Economy and Business Cycles in Latin America33 cited
    • 2008Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model31 cited
    • 2011China's Emergence in the World Economy and Business Cycles in Latin America29 cited
    • 2021Cointegration test for the long-run economic relationships of East Africa community: evidence from a meta-analysis23 cited
    • 2011Oil Exports and the Iranian Economy21 cited
    • 2015The Meta Taylor Rule19 cited