Citations of
Michael Binder

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Working papers

1. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
   Other versions:
   • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
   • Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics. [Downloadable!]
   • Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Banco de España Working Papers 0005, Banco de España.
   
   Published as:
   • Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(04), pages 795-837, July. [Downloadable!]

   Cited by:

   1. Glenn Hoggarth & Hui Tong, . "The impact of yuan revaluation on the Asian region," Bank of England working papers 329, Bank of England. [Downloadable!]
   2. Sophocles N. Brissimis & Matthaios D. Delis, 2007. "Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel," Working Papers 54, Bank of Greece. [Downloadable!]
   3. Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004. "Similarities and convergence in G-7 cycles," Working Paper Series 312, European Central Bank. [Downloadable!]
   4. Fabio Canova & Matteo Ciccarelli, 2002. "Estimating Multi-country VAR models," Economics Working Papers 920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008. [Downloadable!]
   5. Canova, Fabio & Ciccarelli, Matteo, 2003. "Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators," CEPR Discussion Papers 4033, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   6. G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters, 2003. "Are differences in firm size transitory or permanent?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 47-59. [Downloadable!]
      Other versions:
      • Geroski, Paul A & Samiei, Hossein & Urga, Giovanni, 1997. "Are Differences in Firm Size Transitory or Permanent?," CEPR Discussion Papers 1691, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   7. M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
      • Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge. [Downloadable!]
   8. M. Hashem Pesaran, 2004. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
      • M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, 07. [Downloadable!] (restricted)
   9. Cheng Hsiao, 2005. "Why Panel Data?," IEPR Working Papers 05.33, Institute of Economic Policy Research (IEPR). [Downloadable!]
   10. Fabio Canova & Matteo Ciccarelli, 2002. "Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators," Working Papers. Serie AD 2002-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
   11. Giovanni Peri, 2004. "Catching-Up to Foreign Technology? Evidence on the "Veblen-Gerschenkron" Effect of Foreign Investments," NBER Working Papers 10893, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
       Other versions:
       • Peri, Giovanni & Urban, Dieter, 2006. "Catching-up to foreign technology? Evidence on the "Veblen-Gerschenkron" effect of foreign investments," Regional Science and Urban Economics, Elsevier, vol. 36(1), pages 72-98, January. [Downloadable!] (restricted)
   12. Fabio Canova & Matteo Ciccarelli, 2006. "Estimating multi-country VAR models," Working Paper Series 603, European Central Bank. [Downloadable!]
   13. Alexander Coad & Rekha Rao, 2007. "Firm Growth and R&D Expenditure," Papers on Econonmics and Evolution 2007-10, Max Planck Institute of Economics, Evolutionary Economics Group. [Downloadable!]
   14. Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2003. "Similarities and Convergence in G-7 Cycles," Economics Working Papers 924, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004. [Downloadable!]
   15. Alex Coad, 2006. "A Closer Look at Serial Growth Rate Correlation," LEM Papers Series 2006/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
       Other versions:
       • Alex Coad, 2007. "A Closer Look at Serial Growth Rate Correlation," Review of Industrial Organization, Springer, vol. 31(1), pages 69-82, August. [Downloadable!] (restricted)
   16. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis. [Downloadable!]
   17. Marc Suhrcke & Dieter M. Urban, 2006. "Are Cardiovascular Diseases Bad for Economic Growth?," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
   18. Stephen Bond & Céline Nauges & Frank Windmeijer, 2002. "Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C5-4, International Conferences on Panel Data. [Downloadable!]
   19. Jan Mutl, 2002. "Panel VAR Models with Spatial Dependence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-2, International Conferences on Panel Data. [Downloadable!]
   20. Arvid Raknerud, . "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Research Department of Statistics Norway. [Downloadable!]
   21. Alexander Coad, 2007. "Disentangling the firm growth process: evidence from a recursive panel VAR," Papers on Econonmics and Evolution 2007-15, Max Planck Institute of Economics, Evolutionary Economics Group. [Downloadable!]
   22. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
       Other versions:
       • Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173. [Downloadable!]
       • Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank, Research Centre. [Downloadable!]
   23. Stuart McLeay & Maxwell Stevenson, 2006. "Modelling the Longitudinal Properties of Financial Ratios of European Firms," The Institute for International Integration Studies Discussion Paper Series iiisdp184, IIIS. [Downloadable!]

2. Binder, M. & Pesaran, M. H., 1998. "Optimal Consumption Decisions under Social Interactions," Cambridge Working Papers in Economics 9805, Faculty of Economics, University of Cambridge.

   Cited by:

   1. Yannis M. Ioannides, 1999. "Residential Neighborhood Effects," Discussion Papers Series, Department of Economics, Tufts University 9912, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
      • Ioannides, Yannis M., 2002. "Residential neighborhood effects," Regional Science and Urban Economics, Elsevier, vol. 32(2), pages 145-165, March. [Downloadable!] (restricted)
   2. Andrew Clark, 2001. "Unemployment As A Social Norm: Psychological Evidence from Panel Data," DELTA Working Papers 2001-17, DELTA (Ecole normale supérieure). [Downloadable!]
      Other versions:
      • Andrew E. Clark, 2003. "Unemployment as a Social Norm: Psychological Evidence from Panel Data," Journal of Labor Economics, University of Chicago Press, vol. 21(2), pages 289-322, April. [Downloadable!]
   3. Yannis Ioannides, 2001. "Interactive Property Valuations," Discussion Papers Series, Department of Economics, Tufts University 0102, Department of Economics, Tufts University. [Downloadable!]
      Other versions:
      • Ioannides, Yannis M., 2003. "Interactive property valuations," Journal of Urban Economics, Elsevier, vol. 53(1), pages 145-170, January. [Downloadable!] (restricted)

3. Binder, M. & Pesaran, H., 1996. "Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation," Cambridge Working Papers in Economics 9619, Faculty of Economics, University of Cambridge.
   Also available as:
   • Michael Binder & M. Hashem Pesaran, 1997. "GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation," QM&RBC Codes 73, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

   Cited by:

   1. Seonghoon Cho & Antonio Moreno, 2003. "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers 14/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
   2. An, Sungbae & Schorfheide, Frank, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
      • Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
      • Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 113-172. [Downloadable!] (restricted)
   3. Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
      • Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      • Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA). [Downloadable!]

4. Binder, M. & Pesaran, M.H., 1996. "Stochastic Growth," Cambridge Working Papers in Economics 9615, Faculty of Economics, University of Cambridge.

   Cited by:

   1. Andrew Young & Matthew Higgins & Daniel Levy, 2004. "Heterogeneity in Convergence Rates and Income Determination across U.S. States: Evidence from County-Level Data," Development and Comp Systems 0402003, EconWPA. [Downloadable!]
      Other versions:
      • Matthew Higgins & Daniel Levy & Andrew Young, 2004. "Heterogeneity in Convergence Rates and Income Determination across U.S. States: Evidence from County-Level Data," Emory Economics 0401, Department of Economics, Emory University (Atlanta). [Downloadable!]
   2. He, Yijun & Barnett, William, 2006. "Existence of bifurcation in macroeconomic dynamics: Grandmont was right," MPRA Paper 756, University Library of Munich, Germany. [Downloadable!]
      Other versions:
      • William Barnett & Yijun He, 2006. "Existence of Bifurcation in Macroeconomic Dynamics: Grandmont was Right," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200610, University of Kansas, Department of Economics. [Downloadable!]
   3. Jati Sengupta, 2003. "Stochastic Growth In Schumpeterian Dynamics," University of California at Santa Barbara, Economics Working Paper Series wp2-99, Department of Economics, UC Santa Barbara. [Downloadable!]
   4. Christopher Bliss, 2002. "The Stationery Distribution of Wealth with Random Shocks," Economics Papers 2002-W6, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
   5. Samir Makdisi,Zeki Fattah and Imed Limam, . "Determinants of Growth in the Mena Countries," API-Working Paper Series 0301, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
   6. Stachurski, J., 2001. "Stochastic Optimal Growth with Unbounded Shock," Department of Economics - Working Papers Series 777, The University of Melbourne. [Downloadable!]
      Other versions:
      • Stachurski, John, 2002. "Stochastic Optimal Growth with Unbounded Shock," Journal of Economic Theory, Elsevier, vol. 106(1), pages 40-65, September. [Downloadable!] (restricted)
   7. Melisso Boschi & Alessandro Girardi, 2005. "Euro Area inflation: long-run determinants and short-run dynamics," ISAE Working Papers 60, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
      Other versions:
      • Melisso Boschi & Alessandro Girardi, 2007. "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor and Francis Journals, vol. 17(1), pages 9-24, January. [Downloadable!] (restricted)
   8. Chien-Chiang Lee & Chun-Ping Chang, 2006. "The Long-Run Relationship Between Defence Expenditures And Gdp In Taiwan," Defence and Peace Economics, Taylor and Francis Journals, vol. 17(4), pages 361-385, August. [Downloadable!] (restricted)
   9. Francesco Busato & Alessandro Girardi & Amadeo Argentiero, 2005. "Technology and non-technology shocks in a two-sector economy," Economics Working Papers 2005-11, School of Economics and Management, University of Aarhus. [Downloadable!]
   10. John Stachurski, 2004. "Asymptotic Statistical Properties Of The Neoclassical Optimal Growth Model," Department of Economics - Working Papers Series 898, The University of Melbourne. [Downloadable!]
   11. Pesaran, M.H., 2004. "A Pair-wise Approach to Testing for Output and Growth Convergence," Cambridge Working Papers in Economics 0453, Faculty of Economics, University of Cambridge. [Downloadable!]
       Other versions:
       • Pesaran, M. Hashem, 2004. "A Pair-Wise Approach to Testing for Output and Growth Convergence," IZA Discussion Papers 1313, Institute for the Study of Labor (IZA). [Downloadable!]
       • Hashem Pesaran, M., 2007. "A pair-wise approach to testing for output and growth convergence," Journal of Econometrics, Elsevier, vol. 138(1), pages 312-355, May. [Downloadable!] (restricted)
       • M. Hashem Pesaran, 2004. "A Pair-Wise Approach to Testing for Output and Growth Convergence," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
   12. Chris Elbers & Jan Willem Gunning & Bill Kinsey, 2003. "Growth and Risk: Methodology and Micro Evidence," Tinbergen Institute Discussion Papers 03-068/2, Tinbergen Institute, revised 19 Sep 2006. [Downloadable!]
       Other versions:
       • Chris Elbers & Jan Willem Gunning & Bill Kinsey, 2004. "Growth and Risk: Methodology and Micro Evidence," Development and Comp Systems 0408014, EconWPA. [Downloadable!]
       • Chris Elbers & Jan Willem Gunning & Bill Kinsey, 2007. "Growth and Risk: Methodology and Micro Evidence," World Bank Economic Review, Oxford University Press, vol. 21(1), pages 1-20.
   13. Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005. "The empirics of the Solow growth model: Long-term evidence," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 31-51, May. [Downloadable!]
       Other versions:
       • Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2004. "The Empirics of the Solow Growth Model: Long-Term Evidence," GE, Growth, Math methods 0406001, EconWPA, revised 08 Oct 2005. [Downloadable!]
   14. Klaus Reiner Schenk-Hoppé, . "Sample-Path Stability of Non-Stationary Dynamic Economic Systems," IEW - Working Papers iewwp046, Institute for Empirical Research in Economics - IEW. [Downloadable!]
   15. H. Youn Kim & Junsoo Lee, 2001. "Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 41-57. [Downloadable!]
   16. Eliot A. Jamison & Dean T. Jamison & Eric A. Hanushek, 2006. "The Effects of Education Quality on Income Growth and Mortality Decline," NBER Working Papers 12652, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
       Other versions:
       • Jamison, Eliot A. & Jamison, Dean T. & Hanushek, Eric A., 2007. "The effects of education quality on income growth and mortality decline," Economics of Education Review, Elsevier, vol. 26(6), pages 771-788, December. [Downloadable!] (restricted)
   17. Stachurski, J., 2001. "Stochastic Growth: Asymptotic Distributions," Department of Economics - Working Papers Series 787, The University of Melbourne. [Downloadable!]
       Other versions:
       • John Stachurski, 2003. "Stochastic growth: asymptotic distributions," Economic Theory, Springer, vol. 21(4), pages 913-919, 06. [Downloadable!] (restricted)
   18. Jati K. Sengupta, . "Stochastic Growth in Schumpeterian Dynamics," University of California Santa Barbara - Department of Economics 2-99, California Santa Barbara - Department of Economics. [Downloadable!]
   19. Graeme Wells & Thanasis Stengos, 2006. "Estimates Of Technology And Convergence: Simulation Results," CAMA Working Papers 2006-07, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]

5. Binder,M. & Pesaran,H.M., 1995. "Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results," Cambridge Working Papers in Economics 9415, Faculty of Economics, University of Cambridge.
   Also available as:
   • Michael Binder & M. Hashem Pesaran, 1994. "GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results," QM&RBC Codes 74, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

   Cited by:

   1. Bennett T. McCallum, 2006. "E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models," NBER Working Papers 12441, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • McCallum, Bennett T., 2007. "E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1376-1391, April. [Downloadable!] (restricted)
   2. Richard Dennis & Kai Leitemo & Ulf Soderstrom, . "Methods for Robust Control," Working Papers 307, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
      • Richard Dennis & Kai Leitemo & Ulf Soderstrom, 2006. "Methods for Robust Control," 2006 Meeting Papers 493, Society for Economic Dynamics.
      • Richard Dennis & Kai Leitemo & Ulf Söderström, 2006. "Methods for robust control," Working Paper Series 2006-10, Federal Reserve Bank of San Francisco. [Downloadable!]
      • Dennis, Richard & Leitemo, Kai & Söderström, Ulf, 2006. "Methods for Robust Control," CEPR Discussion Papers 5638, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   3. Alasdair Scott & George Kapetanios & Adrian Pagan, 2005. "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling," Computing in Economics and Finance 2005 462, Society for Computational Economics. [Downloadable!]
      Other versions:
      • Kapetanios, G. & Pagan, A. & Scott, A., 2007. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling," Journal of Econometrics, Elsevier, vol. 136(2), pages 565-594, February. [Downloadable!] (restricted)
   4. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
      • Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge. [Downloadable!]
      • Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute for the Study of Labor (IZA). [Downloadable!]
      • Stéphane Dées & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank. [Downloadable!]
   5. Richard Dennis, 2000. "Solving for optimal simple rules in rational expectations models," Working Papers in Applied Economic Theory 2000-14, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
      • Dennis, Richard, 2004. "Solving for optimal simple rules in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1635-1660, June. [Downloadable!] (restricted)
   6. Renee Fry & Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
   7. Uhlig, H., 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper 97, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
      • Harald Uhlig, 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper / Institute for Empirical Macroeconomics 101, Federal Reserve Bank of Minneapolis. [Downloadable!]
      • Harald Uhlig, 1998. "A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily," QM&RBC Codes 123, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
   8. Alfonso Novales & Javier J. Pérez, 2002. "Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Economic Working Papers at Centro de Estudios Andaluces E2002/15, Centro de Estudios Andaluces. [Downloadable!]
      Other versions:
      • Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Springer, vol. 23(4), pages 343-377, 06. [Downloadable!]
   9. Luca Fanelli, . "Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach," Economics Working Papers 1997-7, School of Economics and Management, University of Aarhus. [Downloadable!]
   10. M. Hashem Pesaran & Ron P. Smith, 2006. "Macroeconometric Modelling with a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
       Other versions:
       • Pesaran, M.H. & Smith, R., 2006. "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics 0604, Faculty of Economics, University of Cambridge. [Downloadable!]
       • M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, 09. [Downloadable!] (restricted)
       • M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling with a Global Perspective," IEPR Working Papers 06.43, Institute of Economic Policy Research (IEPR). [Downloadable!]
   11. Martin Fukac & Adrian Pagan, 2008. "Limited Information Estimation and Evaluation of DSGE ModelsAbstract:We advance the proposition that dynamic stochastic general equilibrium (DSGE) models should not only be estimated and evaluated wit," Reserve Bank of New Zealand Discussion Paper Series DP2008/11, Reserve Bank of New Zealand. [Downloadable!]
   12. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]
   13. Richard Dennis, 2000. "Steps toward identifying central bank policy preferences," Working Papers in Applied Economic Theory 2000-13, Federal Reserve Bank of San Francisco. [Downloadable!]
   14. Richard Mash, 2003. "A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy," Economics Series Working Papers 173, University of Oxford, Department of Economics. [Downloadable!]
   15. Louis J. Maccini & Adrian Pagan, 2006. "Inventories, Fluctuations and Business Cycles. Working paper #4," NCER Working Paper Series 4, National Centre for Econometric Research. [Downloadable!]
   16. Bruno Chiarini & Paolo Piselli, 2000. "Aggregate Fluctuations In A Unionized Labor Market," Working Papers 2_2000, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy. [Downloadable!]
   17. Michael T. Kiley, 1997. "Staggered price setting and real rigidities," Finance and Economics Discussion Series 1997-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   18. Martin Fukac & Adrian Pagan, 2006. "Limited Information Estimation and Evaluation of DSGE Models. Working paper #6," NCER Working Paper Series 6, National Centre for Econometric Research. [Downloadable!]
   19. Bennett McCallum, 2004. "On the Relationship Between Determinate and MSV Solutions in Linear RE Models," NBER Technical Working Papers 0297, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
       Other versions:
       • McCallum, Bennett T., 2004. "On the relationship between determinate and MSV solutions in linear RE models," Economics Letters, Elsevier, vol. 84(1), pages 55-60, July. [Downloadable!] (restricted)
       • Bennett McCallum, . "On the Relationship Between Determinate and MSV Solutions in Linear RE Models," GSIA Working Papers 2003-E78, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
   20. Bennett T. McCallum, 2003. "The Unique Minimum State Variable RE Solution is E-Stable in All Well Formulated Linear Models," NBER Working Papers 9960, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
       Other versions:
       • Bennett T. McCallum, 2002. "The Unique Minimum State Variable RE Soluiton is E-Stable in All Well Formulated Linear Models," GSIA Working Papers 2003-25, Carnegie Mellon University, Tepper School of Business.
   21. Richard Dennis, 2000. "Optimal simple targeting rules for small open economies," Working Papers in Applied Economic Theory 2000-20, Federal Reserve Bank of San Francisco. [Downloadable!]
   22. Richard Dennis, 2001. "Optimal policy in rational-expectations models: new solution algorithms," Working Papers in Applied Economic Theory 2001-09, Federal Reserve Bank of San Francisco. [Downloadable!]
       Other versions:
       • Dennis, Richard, 2007. "Optimal Policy In Rational Expectations Models: New Solution Algorithms," Macroeconomic Dynamics, Cambridge University Press, vol. 11(01), pages 31-55, January. [Downloadable!]

6. Binder,M. & Pesaran,M.H., 1995. "Decision-Making in the Presence of Heterogeneous Information and Social Interactions," Cambridge Working Papers in Economics 9537, Faculty of Economics, University of Cambridge.
   Published as:
   • Binder, Michael & Pesaran, M Hashem, 1998. "Decision Making in the Presence of Heterogeneous Information and Social Interactions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1027-52, November.

   Cited by:

   1. Klaus Adam, 2003. "Optimal monetary policy with imperfect common knowledge," Working Paper Series 223, European Central Bank. [Downloadable!]
      Other versions:
      • Klaus Adam, 2003. "Optimal Monetary Policy with Imperfect Common Knowledge," CFS Working Paper Series 2003/12, Center for Financial Studies. [Downloadable!]
      • Adam, Klaus, 2004. "Optimal Monetary Policy with Imperfect Common Knowledge," CEPR Discussion Papers 4594, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      • Klaus Adam, 2003. "Optimal Monetary Policy with Imperfect Common Knowledge," Computing in Economics and Finance 2003 263, Society for Computational Economics. [Downloadable!]
      • Klaus Adam, 2004. "Optimal Monetary Policy with Imperfect Common Knowledge," Econometric Society 2004 North American Winter Meetings 24, Econometric Society. [Downloadable!]
      • Klaus Adam, . "Optimal Monetary Policy with Imperfect Common Knowledge," DNB Staff Reports (discontinued) 116, Netherlands Central Bank. [Downloadable!]
      • Adam, Klaus, 2007. "Optimal monetary policy with imperfect common knowledge," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 267-301, March. [Downloadable!] (restricted)
   2. Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387. [Downloadable!]
   3. YANNIS M. IOANNIDES & Adriaan R. Soetevent, 2005. "Social Networking And Individual Outcomes: Individual Decisions And Market Context," Working Papers 05-16, NET Institute, revised Oct 2005. [Downloadable!]
   4. Kenneth Kasa, 2000. "Forecasting the Forecasts of Others in the Frequency Domain," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 726-756, October. [Downloadable!] (restricted)
      Other versions:
      • Kenneth Kasa, 1995. "Signal extraction and the propagation of business cycles," Working Papers in Applied Economic Theory 95-14, Federal Reserve Bank of San Francisco.

This page was last updated on 2008-8-18.