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Citations of
Richard G. Pierse

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Paul Levine & Peter McAdam & Joseph Pearlman & Richard Pierse, 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 870, European Central Bank. [Downloadable!]

    Cited by:

    1. Paul Levine & Joseph Pearlman & Peter Welz, 2008. "Robust Inflation-Targeting Rules and the Gains from International Policy Coordination," Department of Economics Discussion Papers 0208, Department of Economics, University of Surrey. [Downloadable!]
    2. Paul Levine & Joseph Pearlman, 2008. "Robust monetary rules under unstructured and structured model uncertainty," Working Paper Series 899, European Central Bank. [Downloadable!]
      Other versions:

  2. Paul Levine & Joseph Pearlman & Richard Pierse, 2007. "Linear-quadratic approximation, external habit and targeting rules," Working Paper Series 759, European Central Bank. [Downloadable!]
    Published as:

    Cited by:

    1. Antje Berndt & Iulian Obreja, 2007. "The pricing of risk in European credit and corporate bond markets," Working Paper Series 805, European Central Bank. [Downloadable!]
    2. Günter Coenen & Giovanni Lombardo & Frank Smets & Roland Straub, 2007. "International Transmission and Monetary Policy Cooperation," NBER Chapters, in: International Dimensions of Monetary Policy National Bureau of Economic Research, Inc. [Downloadable!]
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    3. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Giovanni Lombardo & David Vestin, 2007. "Welfare implications of Calvo vs. Rotemberg pricing assumptions," Working Paper Series 770, European Central Bank. [Downloadable!]
      Other versions:
    5. Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2009. "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption," Working Paper Series 1076, European Central Bank. [Downloadable!]
      Other versions:
    6. Pierpaolo Benigno & Michael Woodford, 2008. "Linear-Quadratic Approximation of Optimal Policy Problems," Discussion Papers 0809-01, Columbia University, Department of Economics. [Downloadable!]
      Other versions:
    7. Jiri Podpiera, 2007. "Policy rate decisions and unbiased parameter estimation in typical monetary policy rules," Working Paper Series 771, European Central Bank. [Downloadable!]
    8. Jinill Kim & Andrew T. Levin & Tack Yun, 2007. "Diagnosing and treating bifurcations in perturbation analysis of dynamic macro models," Finance and Economics Discussion Series 2007-14, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    9. Philipp Engler & Michael Fidora & Christian Thimann, 2007. "External imbalances and the US current account - how supply-side changes affect an exchange rate adjustment," Working Paper Series 761, European Central Bank. [Downloadable!]
    10. Paul Levine & Peter McAdam & Joseph Pearlman & Richard Pierse, 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 870, European Central Bank. [Downloadable!]
    11. Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2009. "Monetary and fiscal policy under deep habits," Working Papers 2009_32, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    12. Nikolaus Siegfried & Emilia Simeonova & Cristina Vespro, 2007. "Choice of currency in bond issuance and the international role of currencies," Working Paper Series 814, European Central Bank. [Downloadable!]
    13. Guido Wolswijk, 2007. "Short- and long-run tax elasticities - the case of the Netherlands," Working Paper Series 763, European Central Bank. [Downloadable!]

  3. Paul Levine & Joseph Pearlman & Richard Pierse, 2006. "Linear-Quadratic Approximation, Efficiency and Target-Implementability," Computing in Economics and Finance 2006 441, Society for Computational Economics. [Downloadable!]

    Cited by:

    1. Paul Levine & Peter McAdam & Joseph Pearlman, 2007. "Quantifying and sustaining welfare gains from monetary commitment," Working Paper Series 709, European Central Bank. [Downloadable!]
      Other versions:
    2. Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. Nicoletta Batini & Paul Levine & Joseph Pearlman, 2009. "Monetary and Fiscal Rules in an Emerging Small Open Economy," IMF Working Papers 09/22, International Monetary Fund. [Downloadable!]

  4. Pesaran, M. & Pierse, R.G. & Lee, K.C., 1992. "Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods," Cambridge Working Papers in Economics 9219, Faculty of Economics, University of Cambridge.
    Published as:

    Cited by:

    1. Alistair Dieppe & Thomas Warmedinger, 2007. "Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area," Working Paper Series 760, European Central Bank. [Downloadable!]
    2. Seo, Seong-Cheon & Capps, Oral, Jr., 1997. "Testing For Store-Level Differences In Factors Affecting Item Movement Of Prego And Ragu Spaghetti Sauces Using Point-Of-Sale Data," Journal of Food Distribution Research, Food Distribution Research Society, vol. 28(3), October. [Downloadable!]
    3. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank. [Downloadable!]
      Other versions:

  5. Lee, K.C. & Paearan, M.H. & Pierse, R.G., 1991. "Persistence of Shocks and Its Sources in a Multisectorial Model of UK Output Growth," Papers 39, California Los Angeles - Applied Econometrics.

    Cited by:

    1. Ahmad Zubaidi Baharumshah & Evan Lau & Ahmed M. Khalid, 2005. "Testing Twin Deficits Hypothesis: Using VARs and Variance Decomposition," International Finance 0504001, EconWPA. [Downloadable!]

  6. Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990. "Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy," Cambridge Working Papers in Economics 9020, Faculty of Economics, University of Cambridge.
    Other versions:
    Published as:

    Cited by:

    1. Miloslav Vošvrda, 2006. "Empirical Analysis Of Persistence And Dependence Patterns Among The Capital Markets," Prague Economic Papers, University of Economics, Prague, vol. 2006(3), pages 231-242. [Downloadable!] (restricted)
    2. Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2004. "Common trends and common cycles in Canada: who knew so much has been going on?," Working Paper 2004-5, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    3. Kevin Lee & Kalvinder Shields, 2004. "Business survey forecasts and measurement of output trends in five European economies," Money Macro and Finance (MMF) Research Group Conference 2003 52, Money Macro and Finance Research Group. [Downloadable!]
    4. Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management. [Downloadable!]
    5. Fielding, David & Lee, Kevin & Shields, Kalvinder, 2004. "The Characteristics of Macroeconomic Shocks in the CFA Franc Zone," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
      Other versions:
    6. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January. [Downloadable!]
    7. Dekimpe, M.G. & Hanssens, D.M., 2003. "Persistence Modeling for Assessing Marketing Strategy Performance," Research Paper ERS-2003-088-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    8. Kevin Lee & Kalvinder Shields, . "Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies," Discussion Papers in European Economics 99/7, Department of Economics, University of Leicester. [Downloadable!]
    9. Kevin Lee, 1998. "Cross-country interdependencies in growth dynamics: A model of output growth in the G7 economies, 1960–1994," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(3), pages 367-403, September. [Downloadable!] (restricted)

  7. K. Lee & M. H. Pesaran & R. G. Pierse, 1988. "Aggregation Bias and Labor Demand Equations for the U.K. Economy," UCLA Economics Working Papers 492, UCLA Department of Economics. [Downloadable!]

    Cited by:

    1. Denny Meyer & Rob J. Hyndman, 2005. "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers 1/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    2. Suryahadi, A. & Chen, P. & Tyers, R., 1999. "Openness, Technological Change and Labor Demand in Pre-Crisis Indonesia," ANUCBE School of Economics Working Papers 1999-377, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
      Other versions:
    3. Scott Schuh, 1996. "Evidence on the link between firm-level and aggregate inventory behavior," Finance and Economics Discussion Series 96-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  8. M. H. Pesaran & R. G. Pierse & M. S. Kumar, 1988. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," UCLA Economics Working Papers 485, UCLA Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics. [Downloadable!]
    2. Carlo Monticelli & Oreste Tristani, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 2, European Central Bank. [Downloadable!]
    3. Giacomo Sbrana, 2008. "On the use of area-wide models in the Euro-zone," Statistical Methods and Applications, Springer, vol. 17(4), pages 499-518, October. [Downloadable!] (restricted)
    4. Alistair Dieppe & Thomas Warmedinger, 2007. "Modelling intra- and extra-area trade substitution and exchange rate pass-through in the euro area," Working Paper Series 760, European Central Bank. [Downloadable!]
    5. Wesche, Katrin, 1996. "Aggregation Bias in Estimating European Money Demand Functions," Discussion Paper Serie B 393, University of Bonn, Germany. [Downloadable!]
    6. Franz R. Hahn, 2003. "Long-run Homogeneity of Labour Demand. Panel Evidence from OECD Countries," WIFO Working Papers 199, WIFO. [Downloadable!]
      Other versions:
    7. Seo, Seong-Cheon & Capps, Oral, Jr., 1997. "Testing For Store-Level Differences In Factors Affecting Item Movement Of Prego And Ragu Spaghetti Sauces Using Point-Of-Sale Data," Journal of Food Distribution Research, Food Distribution Research Society, vol. 28(3), October. [Downloadable!]
    8. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics. [Downloadable!]
    9. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2008. "Monetary Policy in a Monetary Union: What Role for Regional Information?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 1-28, September. [Downloadable!]
    10. Lyon, Charles C. & Thompson, Gary D., 1991. "Model Selection With Temporal And Spatial Aggregation: Alternative Marketing Margin Models," Staff Papers 13253, University of Minnesota, Department of Applied Economics. [Downloadable!]
    11. K.S.E.M. Hubrich & P.J.G. Vlaar, 2000. "Germany and the euro area: differences in the transmission process of monetary policy," WO Research Memoranda (discontinued) 613, Netherlands Central Bank, Research Department. [Downloadable!]
      Other versions:
    12. Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October. [Downloadable!] (restricted)
      Other versions:
    13. Thompson, Gary D. & Wilson, Paul N., 1999. "Market Demands For Bagged, Refrigerated Salads," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(02), December. [Downloadable!]
    14. Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Cambridge Working Papers in Economics 0853, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    15. Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601. [Downloadable!]
      Other versions:
    16. Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2004. "Money Demand in theEuroArea: Do National Differences Matter?," Macroeconomics 0404019, EconWPA, revised 24 Apr 2004. [Downloadable!]
      Other versions:
    17. Kausik Chaudhuri & Jeffrey R. Sheen, 2007. "To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 7(1). [Downloadable!]
    18. David F. Hendry & Kirstin Hubrich, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank. [Downloadable!]
      Other versions:
    19. John S.nChipman & Peter Winker, . "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics. [Downloadable!]
    20. Salvator Nkunzimana & H. Alan Love & C. Richard Shumway, 2003. "Mexican agricultural trade under the GATT," Applied Economics, Taylor and Francis Journals, vol. 35(4), pages 449-459, January. [Downloadable!] (restricted)
    21. Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics. [Downloadable!]
      Other versions:
    22. Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 371-401, December. [Downloadable!] (restricted)
    23. Shumway, C. Richard & Davis, George C., 2000. "Does Consistent Aggregation Really Matter?," Ag Econ Series 12966, Washington State University, School of Economic Sciences. [Downloadable!]
    24. Sean D. Campbell & Francis X. Diebold, 2002. "Weather Forecasting for Weather Derivatives," Center for Financial Institutions Working Papers 02-42, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    25. Surajit Deb, 2002. "The Debate on Agriculture-Industry Terms of Trade in India," Working papers 109, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    26. José Varejão & Pedro Portugal, 2007. "Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions," IZA Discussion Papers 2701, Institute for the Study of Labor (IZA). [Downloadable!]
    27. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank. [Downloadable!]
      Other versions:
    28. Carlo Monticelli, 1993. "'All the money in europe?' An investigation of the economic properties of EC-wide extended monetary aggregates," BIS Working Papers 19, Bank for International Settlements. [Downloadable!]
    29. Liu, Qinghua & Shumway, C. Richard, 2003. "Testing Aggregation Consistency Across Geography And Commodities," 2003 Annual meeting, July 27-30, Montreal, Canada 22201, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    30. Bernd Hayo, 1998. "Estimating a European Demand for Money," Macroeconomics 9811008, EconWPA. [Downloadable!]
      Other versions:
    31. Costly Adjustment Under Rational Expectations: A Generalization, 1988. "UCLA, Trinity College (Cambridge)," UCLA Economics Working Papers 480, UCLA Department of Economics. [Downloadable!]

  9. Rebecca L Driver & Jennifer V Greenslade & Richard G Pierse, . "The role of expectations in estimates of the NAIRU in the United States and the United Kingdom," Bank of England working papers 180, Bank of England. [Downloadable!]

    Cited by:

    1. Jaromír Hurník & David Navrátil, 2005. "Potential Output In The Czech Republic: A Production Function Approach," Prague Economic Papers, University of Economics, Prague, vol. 2005(3), pages 253-266. [Downloadable!] (restricted)
    2. Jaromír Hurník & David Navrátil, 2005. "Labor-Market Performance and Macroeconomic Policy: Time-Varying NAIRU in the Czech Republic (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(1-2), pages 25-40, January. [Downloadable!]
    3. Jennifer V Greenslade & Richard G Pierse & Jumana Saleheen, . "A Kalman filter approach to estimating the UK NAIRU," Bank of England working papers 179, Bank of England. [Downloadable!]
    4. Beissinger, Thomas, 2004. "Strukturelle Arbeitslosigkeit in Europa: Eine Bestandsaufnahme," Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 389, University of Regensburg, Department of Economics. [Downloadable!]

  10. Jennifer V Greenslade & Richard G Pierse & Jumana Saleheen, . "A Kalman filter approach to estimating the UK NAIRU," Bank of England working papers 179, Bank of England. [Downloadable!]

    Cited by:

    1. Jaromír Hurník & David Navrátil, 2005. "Potential Output In The Czech Republic: A Production Function Approach," Prague Economic Papers, University of Economics, Prague, vol. 2005(3), pages 253-266. [Downloadable!] (restricted)
    2. Jens D J Larsen & Jack McKeown, . "The informational content of empirical measures of real interest rate and output gaps for the United Kingdom," Bank of England working papers 224, Bank of England. [Downloadable!]
    3. Mark E Schweitzer, . "Wage flexibility in Britain: some micro and macro evidence," Bank of England working papers 331, Bank of England. [Downloadable!]
    4. Charles St-Arnaud, 2004. "Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni," Working Papers 04-46, Bank of Canada. [Downloadable!]
    5. Nicoletta Batini & Jennifer Greenslade, 2003. "Measuring The UK Short-Run NAIRU," Discussion Papers 12, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
      Other versions:
    6. Alvaro Montenegro, 2005. "Introducción al filtro Kalman," DOCUMENTOS DE ECONOMÍA 002920, UNIVERSIDAD JAVERIANA - BOGOTÁ. [Downloadable!]
    7. Beissinger, Thomas, 2004. "Strukturelle Arbeitslosigkeit in Europa: Eine Bestandsaufnahme," Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 389, University of Regensburg, Department of Economics. [Downloadable!]
    8. Colin Ellis, . "Elasticities, markups and technical progress: evidence from a state-space approach," Bank of England working papers 300, Bank of England. [Downloadable!]
    9. Franz, Wolfgang, 2003. "Will the (German) NAIRU Please Stand up?," ZEW Discussion Papers 03-35, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

Articles

  1. Levine, Paul & Pearlman, Joseph & Pierse, Richard, 2008. "Linear-quadratic approximation, external habit and targeting rules," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3315-3349, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Pierse, R. G. & Snell, A. J., 1995. "Temporal aggregation and the power of tests for a unit root," Journal of Econometrics, Elsevier, vol. 65(2), pages 333-345, February. [Downloadable!] (restricted)

    Cited by:

    1. Tilak Abeysinghe & Gulasekaran Rajaguru, 2003. "Temporal Aggregation, Causality Distortions, and a Sign Rule," Departmental Working Papers wp0406, National University of Singapore, Department of Economics. [Downloadable!]
      Other versions:
    2. Canning, David, 1999. "Infrastructure's contribution to aggregate output," Policy Research Working Paper Series 2246, The World Bank. [Downloadable!]
    3. Enrique Alberola & Susana G. Cervero & Humberto Lopez & Angel Ubide, 2000. "Global Equilibrium Exchange Rates: Euro, Dollar, "Ins," "Outs," and Other Major Currencies in a Panel Cointegration Framework," Econometric Society World Congress 2000 Contributed Papers 0051, Econometric Society. [Downloadable!]
      Other versions:
    4. Michel Beine & Alain Hecq, 1999. "Inference in Codependence : Some Monte Carlo Results and Applications," Annales d'Economie et de Statistique, ADRES, issue 54, pages 04, Avril-Jui. [Downloadable!]
    5. Dikaios Tserkezos & Maria Nikoloudaki, 2005. "Temporal Aggregation Effects In Choosing The Optimal Lag Order In Stable Arma Models. Some Monte Carlo Results," Working Papers 0822, University of Crete, Department of Economics. [Downloadable!]
    6. Dimitris K. Christopoulos & John Loizides & Efthymios G. Tsionas, 2005. "The Abrams curve of government size and unemployment: evidence from panel data," Applied Economics, Taylor and Francis Journals, vol. 37(10), pages 1193-1199, June. [Downloadable!] (restricted)
    7. Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 24-57, March. [Downloadable!] (restricted)
    8. Sarah M. Lein & Thomas Maag, 2008. "The Formation of Inflation Perceptions – Some Empirical Facts for European Countries," KOF Working papers 08-204, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    9. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1155-1161, September. [Downloadable!] (restricted)
      Other versions:
    10. Carlos de Resende, 2007. "Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence," Working Papers 07-36, Bank of Canada. [Downloadable!]
    11. Dimitris K. Christopoulos & Efthymios G. Tsionas, 2003. "A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests," International Economic Journal, Korean International Economic Association, vol. 17(3), pages 39-54, October. [Downloadable!] (restricted)
    12. Jerome Henry & Jens Weidmann, 2005. "The French-German Interest Rate Differential Since German," International Finance 0503009, EconWPA. [Downloadable!]
    13. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Department of Economics, University of Glasgow. [Downloadable!]
    14. Nicholas Apergis & Ioannis Filippidis & Claire Economidou, 2007. "Financial Deepening and Economic Growth Linkages: A Panel Data Analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 143(1), pages 179-198, April. [Downloadable!] (restricted)
    15. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March. [Downloadable!]

  3. Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C, 1994. "Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 11-21, January.
    Other versions:

    See citations under working paper version above.

  4. Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993. "Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 57-88, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1992. "Persistence of Shocks and Their," Economic Journal, Royal Economic Society, vol. 102(411), pages 342-56, March. [Downloadable!] (restricted)

    Cited by:

    1. Ahmad Zubaidi Baharumshah & Evan Lau & Ahmed M. Khalid, 2005. "Testing Twin Deficits Hypothesis: Using VARs and Variance Decomposition," International Finance 0504001, EconWPA. [Downloadable!]
    2. Fielding, David & Lee, Kevin & Shields, Kalvinder, 2004. "The Characteristics of Macroeconomic Shocks in the CFA Franc Zone," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
      Other versions:
    3. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January. [Downloadable!]
    4. Kevin Lee & Kalvinder Shields, . "Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies," Discussion Papers in European Economics 99/7, Department of Economics, University of Leicester. [Downloadable!]
    5. Kevin Lee, 1998. "Cross-country interdependencies in growth dynamics: A model of output growth in the G7 economies, 1960–1994," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(3), pages 367-403, September. [Downloadable!] (restricted)

  6. Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1990. "Testing for Aggregation Bias in Linear Models," Economic Journal, Royal Economic Society, vol. 100(400), pages 137-50, Supplemen. [Downloadable!] (restricted)

    Cited by:

    1. Wesche, Katrin, 1996. "Aggregation Bias in Estimating European Money Demand Functions," Discussion Paper Serie B 393, University of Bonn, Germany. [Downloadable!]
    2. Franz R. Hahn, 2003. "Long-run Homogeneity of Labour Demand. Panel Evidence from OECD Countries," WIFO Working Papers 199, WIFO. [Downloadable!]
      Other versions:
    3. Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October. [Downloadable!] (restricted)
      Other versions:
    4. Shumway, C. Richard & Davis, George C., 2000. "Does Consistent Aggregation Really Matter?," Ag Econ Series 12966, Washington State University, School of Economic Sciences. [Downloadable!]
    5. Surajit Deb, 2002. "The Debate on Agriculture-Industry Terms of Trade in India," Working papers 109, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    6. Ali Jalili, 2005. "Impacts of Aggregation on Relative Performances of Nonsurvey Updating Techniques And Intertemporal Stability of Input–Output Coefficients," Economic Change and Restructuring, Springer, vol. 38(2), pages 147-165, June. [Downloadable!] (restricted)

  7. Pesaran, M. H. & Pierse, R. G., 1989. "A proof of the asymptotic validity of a test for perfect aggregation," Economics Letters, Elsevier, vol. 30(1), pages 41-47. [Downloadable!] (restricted)

    Cited by:

    1. John S.nChipman & Peter Winker, . "Optimal Industrial Classification in a Dynamic Model of Price Adjustment," Computing in Economics and Finance 1996 _013, Society for Computational Economics. [Downloadable!]

  8. Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," Econometrica, Econometric Society, vol. 57(4), pages 861-88, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Lubrano, M & Pierse, R G & Richard, J-F, 1986. "Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 603-24, August. [Downloadable!] (restricted)

    Cited by:

    1. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, . "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    3. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997. "The demand for broad money in the United Kingdom, 1878-1993," International Finance Discussion Papers 596, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    4. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
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This page was last updated on 2009-12-18.

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