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Econometric analysis of structural systems with permanent and transitory shocks
12 references·16 citing·42 second hop
Econometric analysis of structural systems with permanent and transitory shocks (2008)Econometric analysis of structural system…The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (2006)The Dynamic Effects of Neutra…The cointegrated VAR model (2006)The cointegrated VAR modelWhat caused the early millennium slowdown? Evidence based on vector autoregressions (2005)What caused the early millenn…A method for taking models to the data (2003)A method for taking models to…A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (2001)A systematic framework for an…Structural Models of the Liquidity Effect (1998)Structural Models of the Liqu…Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…How Well Does The IS-LM Model Fit Postwar U. S. Data? 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this work references cited by second hop

References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
  • 2006The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks693 cited
  • 1988Sources of Business Cycle Fluctuations653 cited
  • 2003A method for taking models to the data417 cited
  • 2005What caused the early millennium slowdown? Evidence based on vector autoregressions389 cited
  • 1988Sources of Business Cycle Fluctuations265 cited
  • 2001A systematic framework for analyzing the dynamic effects of permanent and transitory shocks217 cited
  • 1998Structural Models of the Liquidity Effect114 cited
  • 2006The cointegrated VAR model92 cited

Cited by

  • 2018Crowding-out or crowding-in? Public and private investment in India96 cited
  • 2014Fiscal Policies and Credit Regimes: A TVAR Approach64 cited
  • 2012Econometric Modelling with Time Series: Specification, Estimation and Testing

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62 cited
  • 2013MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA35 cited
  • 2014STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG‐RUN RESTRICTIONS VIA HETEROSKEDASTICITY31 cited
  • 2008A VECX* Model of the Swiss Economy27 cited
  • 2014International Transmissions to Australia: The Roles of the USA and Euro Area26 cited
  • 2015Econometric Methods for Modelling Systems With a Mixture ofi(1) andi(0) Variables26 cited
  • 2017Estimation of structural vector autoregressive models25 cited
  • 2018The Relation between Monetary Policy and the Stock Market in Europe25 cited
  • 2010The Effects of International Shocks on Australia's Business Cycle*24 cited
  • 2009The Dynamic Effects of Shocks to Wages and Prices in the United States and the Euro Area24 cited
  • 2015The influences of international output shocks from the US and China on ASEAN economies23 cited
  • 2017GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES22 cited
  • 2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms19 cited
  • 2013Fiscal Policies and Credit Regimes: A TVAR Approach19 cited