References

No references inside the corpus for this window.

Cited by

• 2006Indirect inference and calibration of dynamic stochastic general equilibrium models133 cited
• 1991Testing the long-run implications of the neoclassical growth model103 cited
• 1988Multivariate estimates of the permanent components of GNP and stock prices73 cited
• 2002Model mis-specification and Johansen's co-integration analysis: an application to the US money demand68 cited
• 2006Permanent vs transitory components and economic fundamentals67 cited
• 2006Re-evaluating the association between housing wealth and aggregate consumption: New evidence from Sweden67 cited
• 1991Growth, exports and cointegration: An empirical investigation65 cited
• 2003The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach61 cited
• 1990Is There a Role for Commodity Prices in the Design of Monetary Policy? Some Empirical Evidence57 cited
• 2005Quantifying the uncertainty about the fit of a new Keynesian pricing model55 cited
• 1989Does Money Matter in Canada? Evidence from a Vector Error Correction Model48 cited
• 1995Output Gaps. Some evidence from the UK, France and Germany44 cited
• 1991The term structure of interest rates under rational expectations: some international evidence39 cited