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Regional or global shock? A global VAR analysis of Asian economic and financial integration
16 references·0 citing·33 second hopsampled
Regional or global shock? A global VAR analysis of Asian economic and financial integration (2018)Regional or global shock? A global VAR an…THEORY AND PRACTICE OF GVAR MODELLING (2014)THEORY AND PRACTICE OF GVAR M…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Determinants of business cycle comovement: a robust analysis (2005)Determinants of business cycl…Trade, Finance, Specialization, and Synchronization (2004)Trade, Finance, Specializatio…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…On Regional Monetary Arrangements for ASEAN (2000)On Regional Monetary Arrangem…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS (1995)ALTERNATIVE ESTIMATORS AND UN…A Comparison of Unit-Root Test Criteria (1994)A Comparison of Unit-Root Tes…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Macroeconomics and Reality (1980)Macroeconomics and RealityCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Unit Roots and Cointegration in Panels (2008)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Geography and Trade (1991)Law and Finance (1998)Does Trade Cause Growth? (1999)Understanding the Evolution of World Business Cycles (2005)Global supply chains in the pandemic (2021)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)A Theory of Optimum Currency Areas (1961)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)Technology, Geography, and Trade (2002)How Does Globalization Affect the Synchronization of Business Cycles? (2003)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Testing for Error Correction in Panel Data* (2007)Bounds testing approaches to the analysis of level relationships (2001)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 2004Trade, Finance, Specialization, and Synchronization764 cited
  • 2005Determinants of business cycle comovement: a robust analysis663 cited
  • 1994A Comparison of Unit-Root Test Criteria447 cited
  • 1995ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS254 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems241 cited
  • 2014THEORY AND PRACTICE OF GVAR MODELLING221 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems

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215 cited
  • 2000On Regional Monetary Arrangements for ASEAN175 cited
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