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The Economics of Var Models
16 references·4 citing·33 second hop
The Economics of Var Models (1995)The Economics of Var ModelsThe variation of certain speculative prices (1997)The variation of certain spec…Nonstationary time series analysis and cointegration (1996)Nonstationary time series ana…Measures of Fit for Calibrated Models (1993)Measures of Fit for Calibrate…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Estimating nonlinear time-series models using simulated vector autoregressions (1993)Estimating nonlinear time-ser…Notes and Problems in Applied General Equilibrium Economics (1992)Notes and Problems in Applied…Measures of Fit for Calibrated Models (1991)Measures of Fit for Calibrate…Production, growth and business cycles (1988)Production, growth and busine…The American Business Cycle (1986)The American Business CycleRational Expectations and Econometric Practice (1984)Rational Expectations and Eco…ORANI: A Multisectoral Model of the Australian Economy (1983)ORANI: A Multisectoral Model …ORANI: A multisectoral model of the australian economy (1983)ORANI: A multisectoral model …Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…A Multi-Sectoral Study of Economic Growth. Par Leif Johansen. Contributions to Economic Analysis, XXI. Amsterdam: North-Holland Publishing Co. 1960. Pp. x, 177. 34s. (1962)A Multi-Sectoral Study of Eco…A Multi-Sectoral Study of Economic Growth (1962)A Multi-Sectoral Study of Eco…Assessing the effects of monetary and fiscal policy (2001)Assessing the effects of mone…Structural identification of permanent shocks in VEC models: A generalization (2000)Structural identification of …Modelling economies in transition: an introduction (2000)Modelling economies in transi…Output effects of infrastructure investment in the netherlands, 1853–1913 (1999)Output effects of infrastruct…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Long memory and persistence in aggregate output (1989)Financial Intermediation and Endogenous Growth (1991)Sectoral shocks and aggregate fluctuations (2000)Time to Build and Aggregate Fluctuations (1982)Investment, Capacity Utilization and the Real Business Cycle (1986)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)On the Nature of Capital Adjustment Costs (2006)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Computing solutions for large general equilibrium models using GEMPACK (1996)The theoretical and empirical structure of the G-Cubed model (1999)Evaluating tourism's economic effects: new and old approaches (2003)On Testing for Speculative Bubbles (1990)Presidents and the Prospective Voter (1996)Incentive mechanisms, fairness and participation in online group-buying auctions (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)Environmental Policy Analysis (2000)Economic Impact of Tourism on Fiji's Economy: Empirical Evidence from the Computable General Equilibrium Model (2004)Environmental taxation and the double dividend hypothesis in CGE modelling literature: A critical review (2017)The Behavior of U. S. Public Debt and Deficits (1998)Cyclical Dynamics in Idiosyncratic Labor Market Risk (2004)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Generalized impulse response analysis in linear multivariate models (1998)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
this work references cited by second hop

References

  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1983ORANI: A multisectoral model of the australian economy770 cited
  • 1993Estimating nonlinear time-series models using simulated vector autoregressions686 cited
  • 1988Production, growth and business cycles564 cited
  • 1986The American Business Cycle469 cited
  • 1984Rational Expectations and Econometric Practice394 cited
  • 1962A Multi-Sectoral Study of Economic Growth356 cited
  • 1962A Multi-Sectoral Study of Economic Growth. Par Leif Johansen. Contributions to Economic Analysis, XXI. Amsterdam: North-Holland Publishing Co. 1960. Pp. x, 177. 34s.342 cited
  • 1983ORANI: A Multisectoral Model of the Australian Economy288 cited
  • 1991Measures of Fit for Calibrated Models257 cited
  • 1992Notes and Problems in Applied General Equilibrium Economics247 cited
  • 1993Measures of Fit for Calibrated Models228 cited

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1996
Nonstationary time series analysis and cointegration
185 cited

Cited by

  • 1999Output effects of infrastructure investment in the netherlands, 1853–1913103 cited
  • 2000Modelling economies in transition: an introduction25 cited
  • 2001Assessing the effects of monetary and fiscal policy21 cited
  • 2000Structural identification of permanent shocks in VEC models: A generalization18 cited