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Macroeconometrics : developments, tensions, and prospects
0 references·16 citing·48 second hopsampled
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  • 2011The Greek financial crisis: Growing imbalances and sovereign spreads235 cited
  • 2004Truth and Robustness in Cross‐country Growth Regressions*233 cited
  • 1996Intercept corrections and structural change206 cited
  • 2009An Introduction to Univariate GARCH Models174 cited
  • 19967 GARCH models of volatility173 cited
  • 1998Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK140 cited
  • 2000Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money136 cited
  • 2000Dynamic Specification134 cited
  • 2010Complex agent-based macroeconomics: a manifesto for a new paradigm106 cited
  • 1999Output effects of infrastructure investment in the netherlands, 1853–1913103 cited
  • 2000An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification102 cited
  • 2014Causality and contagion in EMU sovereign debt markets91 cited
  • 199611 Nonlinear time series, complexity theory, and finance86 cited
  • 2000The determination and international transmission of stock market volatility81 cited
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The causes of stock market volatility in Australia
79 cited
  • 1995Macro-Economic Forecasting and Modelling75 cited