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China’s Emergence in the World Economy and Business Cycles in Latin America
16 references·3 citing·35 second hop
China’s Emergence in the World Economy and Business Cycles in Latin America (2011)China’s Emergence in the World Economy an…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…The transmission of US shocks to Latin America (2005)The transmission of US shocks…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004)Estimation and Inference in L…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Cointegration and speed of convergence to equilibrium (1996)Cointegration and speed of co…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period* (2020)Do ECB's Monetary Policies Be…Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies (2016)Spillovers from China’s Growt…Trade Openness and Finance: Effects of Foreign Trade with China on Latin American Financial Development (2013)Trade Openness and Finance: E…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for Error Correction in Panel Data* (2007)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Unit Roots and Cointegration in Panels (2008)Panel Vector Autoregressive Models: A Survey (2013)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Sample Splitting and Threshold Estimation (2000)Dealing with Structural Breaks (2005)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Estimating long-run relationships from dynamic heterogeneous panels (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)
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530 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
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    • 2016Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies31 cited
    • 2020Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period*14 cited
    • 2013Trade Openness and Finance: Effects of Foreign Trade with China on Latin American Financial Development12 cited