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The Determinants of Price Inflation in the United States: A Multivariate Dynamic Cointegration and Causal Analysis
16 references·1 citing·36 second hop
The Determinants of Price Inflation in the United States: A Multivariate Dynamic Cointegration and Causal Analysis (2017)The Determinants of Price Inflation in th…Spurious Regression in Econometrics (2010)Spurious Regression in Econom…Openness, Inflation, and the Phillips Curve: A Puzzle (2002)Openness, Inflation, and the …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …How does foreign direct investment affect economic growth? (1998)How does foreign direct inves…The Role of Monetary Policy (1995)The Role of Monetary PolicyOpenness and Inflation: Theory and Evidence (1993)Openness and Inflation: Theor…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for Common Trends (1988)Testing for Common TrendsCOINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)Phillips Curves, Expectations…The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)The Relation Between Unemploy…Does excessive degrees of financial depth push hyper-inflation? (2022)Does excessive degrees of fin…Statistical analysis of cointegration vectors (1988)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Time Series Analysis, Forecasting and Control. (1971)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Endogenous Technological Change (1989)Endogenous Technological Change (1990)FDI and economic growth: the role of local financial markets (2003)Much Ado about Nothing? Do Domestic Firms Really Benefit from Foreign Direct Investment? (2004)Does globalization affect growth? Evidence from a new index of globalization (2006)Money-Wage Dynamics and Labor-Market Equilibrium (1968)THE ECONOMICS OF JOB SEARCH: A SURVEY (1976)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
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  • 1998How does foreign direct investment affect economic growth?6,059 cited
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  • 1958The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 12,387 cited
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  • 2010Spurious Regression in Econometrics705 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited

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  • 2002Openness, Inflation, and the Phillips Curve: A Puzzle143 cited
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    • 2022Does excessive degrees of financial depth push hyper-inflation?9 cited