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The Spillover Effect of Euribor on Southeastern European Economies: A Global VAR Approach
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The Spillover Effect of Euribor on Southeastern European Economies: A Global VAR Approach (2020)The Spillover Effect of Euribor on Southe…Structural Vector Autoregressive Analysis (2017)Structural Vector Autoregress…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Has Monetary Policy Become More Effective? (2006)Has Monetary Policy Become Mo…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…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…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…The Channels of Monetary Transmission: Lessons for Monetary Policy (1996)The Channels of Monetary Tran…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …The Monetary Transmission Mechanism: An Empirical Framework (1995)The Monetary Transmission Mec…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Macroeconomics and Reality (1980)Macroeconomics and RealityA General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…Determinants of non-performing loans in North Macedonia (2022)Determinants of non-performin…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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Stock Prices, News, and Economic Fluctuations (2006)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Unit Roots and Cointegration in Panels (2008)The federal funds rate and the channels of monetary transmission (1989)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015)Local Projection Inference Is Simpler and More Robust Than You Think (2021)Local Projections and VARs Estimate the Same Impulse Responses (2021)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2017Structural Vector Autoregressive Analysis1,057 cited
  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1998Forecasting Economic Time Series863 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 1995The Monetary Transmission Mechanism: An Empirical Framework787 cited
  • 2006Has Monetary Policy Become More Effective?768 cited

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  • 1996The Channels of Monetary Transmission: Lessons for Monetary Policy716 cited
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    • 2022Determinants of non-performing loans in North Macedonia17 cited