Advanced Search
MyIDEAS: Login

Citations for "Policy Analysis with Econometric Models"

by Christopher A. Sims

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," Working Paper, Federal Reserve Bank of Atlanta 98-22, Federal Reserve Bank of Atlanta.
  2. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 15(4), pages 101-115, Fall.
  3. W. Douglas McMillin & James S. Fackler, . "Evaluating Monetary Policy Options," Departmental Working Papers, Department of Economics, Louisiana State University 2001-09, Department of Economics, Louisiana State University.
  4. Hamzah, Siti Nur Zahara & Lau, Evan, 2013. "The Role of Social Factors in Explaining Crime," MPRA Paper 43518, University Library of Munich, Germany.
  5. Libero Monteforte & Stefano Siviero, 2002. "The economic consequences of euro area modelling shortcuts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 458, Bank of Italy, Economic Research and International Relations Area.
  6. Robert B. Litterman, 1984. "Forecasting and policy analysis with Bayesian vector autoregression models," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Fall.
  7. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report, Federal Reserve Bank of Minneapolis 93, Federal Reserve Bank of Minneapolis.
  8. Ahmed, Habib, 1998. "Responses in output to monetary shocks and the interest rate: a rational expectations model with working capital," Economics Letters, Elsevier, Elsevier, vol. 61(3), pages 351-358, December.
  9. Leeper, Eric M. & Gordon, David B., 1992. "In search of the liquidity effect," Journal of Monetary Economics, Elsevier, Elsevier, vol. 29(3), pages 341-369, June.
  10. Eric M. Leeper & Tao Zha, 2003. "Modest policy interventions," Working Paper, Federal Reserve Bank of Atlanta 2003-24, Federal Reserve Bank of Atlanta.
  11. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0655, Faculty of Economics, University of Cambridge.
  12. Frank Schorfheide, 2003. "Learning and monetary policy shifts," Working Paper, Federal Reserve Bank of Atlanta 2003-23, Federal Reserve Bank of Atlanta.
  13. Richard H. Clarida & Benjamin M. Friedman, 1986. "The Behavior of U.S. Short-Term Interest Rates Since 1979-10," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 695, Cowles Foundation for Research in Economics, Yale University.
  14. Gebhard Kirchgassner, 2009. "Die Krise der Wirtschaft: Auch eine Krise der Wirtschaftswissenschaften?," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA) 2009-15, Center for Research in Economics, Management and the Arts (CREMA).
  15. Ray C. Fair, 1988. "VAR Models as Structural Approximations," NBER Working Papers 2495, National Bureau of Economic Research, Inc.
  16. Almuth Scholl & Harald Uhlig, 2005. "New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2005-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  17. Alejandro Gaytán González & Jesús R. González García, 2006. "Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear VAR Approach," Working Papers, Banco de México 2006-06, Banco de México.
  18. Defina, Robert H. & Stark, Thomas C. & Taylor, Herbert E., 1996. "The long-run variance of output and inflation under alternative monetary policy rules," Journal of Macroeconomics, Elsevier, Elsevier, vol. 18(2), pages 235-251.
  19. Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140 National Bureau of Economic Research, Inc.
  20. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper, Federal Reserve Bank of Atlanta 2005-26, Federal Reserve Bank of Atlanta.
  21. Guneratne Wickremasinghe, 2011. "The Sri Lankan stock market and the macroeconomy: an empirical investigation," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 28(3), pages 179-195, August.
  22. Chen, Anping, 2010. "Reducing China's regional disparities: Is there a growth cost?," China Economic Review, Elsevier, Elsevier, vol. 21(1), pages 2-13, March.
  23. John F. Helliwell, 1986. "Supply-Side Macro-economics," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 19(4), pages 597-625, November.
  24. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999. "How deep are the deep parameters?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 354, Bank of Italy, Economic Research and International Relations Area.
  25. Martin Feldstein & James H. Stock, 1994. "The Use of a Monetary Aggregate to Target Nominal GDP," NBER Chapters, National Bureau of Economic Research, Inc, in: Monetary Policy, pages 7-69 National Bureau of Economic Research, Inc.
  26. Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1999, C.E.P.R. Discussion Papers.
  27. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, Elsevier, vol. 4(2), pages 141-155.
  28. Robert B. Litterman, 1985. "Forecasting with Bayesian vector autoregressions five years of experience," Working Papers, Federal Reserve Bank of Minneapolis 274, Federal Reserve Bank of Minneapolis.
  29. Eric M. Leeper & Todd B. Walker, 2011. "Fiscal Limits in Advanced Economies," Economic Papers, The Economic Society of Australia, The Economic Society of Australia, vol. 30(1), pages 33-47, 03.
  30. Don Bredin & Gerard O'Reilly, 2004. "An analysis of the transmission mechanism of monetary policy in Ireland," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(1), pages 49-58.
  31. Mark Wheeler & Susan Pozo, 1997. "Is the world economy more integrated today than a century ago?," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 25(2), pages 139-154, June.
  32. P&aauml;r �sterholm & Jeromin Zettelmeyer, 2008. "The Effect of External Conditions on Growth in Latin America," IMF Staff Papers, Palgrave Macmillan, Palgrave Macmillan, vol. 55(4), pages 595-623, December.
  33. Andrew Coleman & John Landon-Lane, 2007. "Housing Markets and Migration in New Zealand, 1962-2006," Reserve Bank of New Zealand Discussion Paper Series DP2007/12, Reserve Bank of New Zealand.
  34. David Hendry & Grayham E. Mizon, 2001. "Forecasting in the Presence of Structural Breaks and Policy Regime Shifts," Economics Papers, Economics Group, Nuffield College, University of Oxford 2002-W12, Economics Group, Nuffield College, University of Oxford.
  35. Benati, Luca, 2009. "Would the Bundesbank have prevented the Great Inflation in the United States?," Working Paper Series, European Central Bank 1134, European Central Bank.
  36. Francisco F. R. Ramos, 1996. "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics, EconWPA 9601002, EconWPA.
  37. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," Working Papers, Federal Reserve Bank of Minneapolis 653, Federal Reserve Bank of Minneapolis.
  38. Christopher A. Sims, 2007. "Monetary Policy Models," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. 1032, Princeton University, Department of Economics, Center for Economic Policy Studies..
  39. Zsolt Becsi, 1998. "Fiscal competition and reality: A time series approach," Working Paper, Federal Reserve Bank of Atlanta 98-19, Federal Reserve Bank of Atlanta.
  40. Magali Marx & Jean Barthelemy, 2013. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," 2013 Meeting Papers, Society for Economic Dynamics 576, Society for Economic Dynamics.
  41. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
  42. Roy H. Webb, 1999. "Two approaches to macroeconomic forecasting," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Sum, pages 23-40.
  43. Woon Gyu Choi & Yi Wen, 2010. "Dissecting Taylor Rules in a Structural VAR," IMF Working Papers, International Monetary Fund 10/20, International Monetary Fund.
  44. Duo Qin, 2014. "Inextricability of Autonomy and Confluence in Econometrics," Working Papers, Department of Economics, SOAS, University of London, UK 189, Department of Economics, SOAS, University of London, UK.
  45. Ito, Takatoshi, 1988. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 296-305, May.
  46. Taylan Taner Dogan, 2012. "Macroeconomic Variables and Unemployment: The Case of Turkey," International Journal of Economics and Financial Issues, Econjournals, Econjournals, vol. 2(1), pages 71-78.
  47. Pär Osterholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 111(2), pages 387-415, 06.
  48. Roberds, William, 1987. "Models of Policy under Stochastic Replanning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 731-55, October.
  49. Mankiw, N Gregory & Miron, Jeffrey A & Weil, David N, 1987. "The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve," American Economic Review, American Economic Association, American Economic Association, vol. 77(3), pages 358-74, June.
  50. Laopodis, Nikiforos T., 2004. "Monetary policy implications of comovements among long-term interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 14(2), pages 135-164, April.
  51. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, Springer, vol. 45(1), pages 635-664, August.
  52. Rudebusch, Glenn D, 2005. "Assessing the Lucas Critique in Monetary Policy Models," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 37(2), pages 245-72, April.
  53. Baekin Cha & Yan-leung Cheung, 1998. "The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets," Asia-Pacific Financial Markets, Springer, Springer, vol. 5(3), pages 191-209, November.
  54. Abul M.M. Masih & Rumi Masih, 1998. "A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 25(7&8), pages 987-1003.
  55. Eric M. Leeper, 2009. "Anchors Away: How Fiscal Policy Can Undermine “Good” Monetary Policy," Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington 2009-021, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  56. Simon Hall & Chris Salmon & Tony Yates & Nicoletta Batini, 1999. "Uncertainty and Simple Monetary Policy Rules - An illustration for the United Kingdom," Bank of England working papers, Bank of England 96, Bank of England.
  57. Bekiros, Stelios, 2014. "Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area," Economic Modelling, Elsevier, Elsevier, vol. 38(C), pages 619-626.
  58. Alan S. Blinder, 1987. "A Skeptical Note on the New Econometrics," NBER Working Papers 1092, National Bureau of Economic Research, Inc.
  59. Ubaidillah, Nur Zaimah & Ab. Rahim, Rossazana, 2012. "A Multivariate Cointegration Analysis Of The Role Of Exports To Main Trading Partners In The Malaysian Macroeconomics," MPRA Paper 39706, University Library of Munich, Germany.
  60. Hodgson, Allan & Masih, A. Mansur M. & Masih, Rumi, 2006. "Futures trading volume as a determinant of prices in different momentum phases," International Review of Financial Analysis, Elsevier, Elsevier, vol. 15(1), pages 68-85.
  61. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
  62. Richard W. Kopcke & Richard S. Brauman, 2001. "The performance of traditional macroeconomic models of businesses' investment spending," New England Economic Review, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, pages 3-39.
  63. Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 37(4), pages 859-885.
  64. Eric M. Leeper, 2009. "Anchors Away: How Fiscal Policy Can Undermine the Taylor Principle," NBER Working Papers 15514, National Bureau of Economic Research, Inc.
  65. Peter C.B. Phillips, 1990. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 950, Cowles Foundation for Research in Economics, Yale University.
  66. Canova, Fabio & Gambetti, Luca, 2009. "Structural changes in the US economy: Is there a role for monetary policy?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(2), pages 477-490, February.
  67. Lau, Evan & Hamzah, Siti Nur Zahara, 2012. "Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah," MPRA Paper 39297, University Library of Munich, Germany.
  68. Smith, Ron, 2009. "EMU and the Lucas Critique," Economic Modelling, Elsevier, Elsevier, vol. 26(4), pages 744-750, July.
  69. Richard H. Clarida & Benjamin M. Friedman, 1984. "The Behavior of U.S. Short-Term Interest Rates Since October 1979," NBER Working Papers 1273, National Bureau of Economic Research, Inc.
  70. Hidehiko Ichimura & Christopher Taber, 2000. "Direct estimation of policy impacts," IFS Working Papers, Institute for Fiscal Studies W00/05, Institute for Fiscal Studies.
  71. Lindé, Jesper, 2000. "Testing for the Lucas Critique: A Quantitative Investigation," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 113, Sveriges Riksbank (Central Bank of Sweden).
  72. Valadkhani, Abbas, 2004. "History of macroeconometric modelling: lessons from past experience," Journal of Policy Modeling, Elsevier, Elsevier, vol. 26(2), pages 265-281, February.
  73. Masih, Abul M. M. & Masih, Rumi, 1996. "Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques," Energy Economics, Elsevier, Elsevier, vol. 18(3), pages 165-183, July.
  74. Masih, Rumi & Masih, Abul M. M., 1996. "Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis," Economic Modelling, Elsevier, Elsevier, vol. 13(3), pages 407-426, July.
  75. Kolawole Olayiwola & Henry Okodua, 2013. "Foreign Direct Investment, Non-Oil Exports, and Economic Growth in Nigeria: A Causality Analysis," Asian Economic and Financial Review, Asian Economic and Social Society, Asian Economic and Social Society, vol. 3(11), pages 1479-1496, November.
  76. Bennett T. McCallum, 1985. "Monetary vs. Fiscal Policy Effects: A Review of the Debate," NBER Working Papers 1556, National Bureau of Economic Research, Inc.
  77. Masih, Rumi & Peters, Sanjay & De Mello, Lurion, 2011. "Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea," Energy Economics, Elsevier, Elsevier, vol. 33(5), pages 975-986, September.
  78. Alejandro Gaytán & Jesús González-García, 2007. "Cambios estructurales en el mecanismo de transmisión de la política monetaria en México: un enfoque VAR no lineal," Monetaria, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 367-404, octubre-d.
  79. Bennett T. McCallum, 1982. "Macroeconomics after a decade of rational expectations : some critical issues," Economic Review, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Nov, pages 3-12.
  80. Ramos, Raul & Clar, Miquel & Surinach, Jordi, 1999. "EMU: some unanswered questions," ERSA conference papers ersa99pa220, European Regional Science Association.
  81. Stefano Siviero & Daniele Terlizzese, 2007. "Macroeconomic Forecasting: Debunking a Few Old Wives' Tales," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, OECD Publishing,CIRET, vol. 2007(3), pages 287-316.
  82. Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5457, C.E.P.R. Discussion Papers.
  83. Jayne, Thomas S. & Mukumbu, Mulinge & Duncan, John & Staatz, John M. & Howard, Julie A. & Lundberg, Mattias K.A. & Aldridge, Kim & Nakaponda, Bethel & Ferris, John N. & Keita, Francis & Sanankoua, Abd, 1996. "Trends in Real Food Prices in Six Sub-Saharan African Countries," Food Security International Development Working Papers, Michigan State University, Department of Agricultural, Food, and Resource Economics 54695, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  84. Sato, Joao R. & Morettin, Pedro A. & Arantes, Paula R. & Amaro Jr., Edson, 2007. "Wavelet based time-varying vector autoregressive modelling," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(12), pages 5847-5866, August.
  85. Kasa, Kenneth, 2002. "Model Uncertainty, Robust Policies, And The Value Of Commitment," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 6(01), pages 145-166, February.
  86. Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, Elsevier, vol. 17(2), pages 257-272.
  87. Giorgio Fagiolo & Paul Windrum & Alessio Moneta, 2006. "Empirical Validation of Agent Based Models: A Critical Survey," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2006/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  88. Gerlach-Kristen, Petra, 2006. "Internal and external shocks in Hong Kong: Empirical evidence and policy options," Economic Modelling, Elsevier, Elsevier, vol. 23(1), pages 56-75, January.
  89. Fregert, Klas & Jonung, Lars, 1998. "Monetary Regimes And Endogenous Wage Contracts: Sweden 1908-1995," Working Papers, Lund University, Department of Economics 1998:3, Lund University, Department of Economics, revised 21 Apr 1999.
  90. Oscar Díaz Q. & Marco Laguna V., 2007. "Factores que explican la reducción de las tasas pasivas de interés en el sistema bancario boliviano," Monetaria, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 331-366, octubre-d.
  91. Stein, Sheldon H. & Song, Frank M., 2002. "Vector autoregression and the dynamic multiplier: a historical review," Journal of Policy Modeling, Elsevier, Elsevier, vol. 24(3), pages 283-300, June.
  92. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers, Queen Mary, University of London, School of Economics and Finance 557, Queen Mary, University of London, School of Economics and Finance.
  93. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series, European Central Bank 0002, European Central Bank.
  94. Hoag, John H. & Wheeler, Mark, 1996. "Oil price shocks and employment: the case of Ohio coal mining," Energy Economics, Elsevier, Elsevier, vol. 18(3), pages 211-220, July.
  95. Bennett T. McCallum, 1988. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc.
  96. Shepherd, Ben, 2006. "Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach," MPRA Paper 1252, University Library of Munich, Germany.
  97. James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0164, National Bureau of Economic Research, Inc.
  98. Masih, Rumi & Masih, Abul M. M., 2001. "Long and short term dynamic causal transmission amongst international stock markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(4), pages 563-587, August.
  99. Richard W. Kopcke, 1993. "The determinants of business investment: has capital spending been surprisingly low?," New England Economic Review, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, issue Jan, pages 3-31.
  100. J.M. Berk, 1998. "Monetary transmission: what do we know and how can we use it?," BNL Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 51(205), pages 145-170.
  101. Glasure, Yong U., 2002. "Energy and national income in Korea: further evidence on the role of omitted variables," Energy Economics, Elsevier, Elsevier, vol. 24(4), pages 355-365, July.
  102. Alvarez, Luis J. & Delrieu, Juan C. & Jareño, Javier, 1997. "Restricted forecasts and economic target monitoring: An application to the Spanish Consumer Price Index," Journal of Policy Modeling, Elsevier, Elsevier, vol. 19(3), pages 333-349, June.
  103. María Fernanda Hernández & Juan José Valero & María Bernardette Díaz, 2007. "Perfil de riesgos del sistema bancario venezolano: aplicación de la metodología de stress testing," Monetaria, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(4), pages 405-452, octubre-d.
  104. Masih, Abul M. M. & Masih, Rumi, 1996. "Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach," Journal of Policy Modeling, Elsevier, Elsevier, vol. 18(5), pages 531-560, October.
  105. Müller, Christian, 2012. "A new interpretation of known facts: The case of two-way causality between trading and volatility," Economic Modelling, Elsevier, Elsevier, vol. 29(3), pages 664-670.
  106. Meredith Beechey & P�R �Sterholm, 2008. "A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 84(267), pages 449-465, December.
  107. Patrick Minford & Prakriti Sofat, 2004. "An Open Economy Real Business Cycle Model for the UK," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 23, Money Macro and Finance Research Group.
  108. Gnidchenko, Andrey, 2011. "Моделирование Технологических И Институциональных Эффектов В Макроэкономическом Прогнозировании
    [Technologica
    ," MPRA Paper 35484, University Library of Munich, Germany, revised May 2011.
  109. Carton, Christine, 2008. "Crecimiento economico en America Latina: Evidencias desde una perspectiva Kaldoriana
    [Economic growth in Latin America: Evidence from a Kaldorian perspective]
    ," MPRA Paper 8696, University Library of Munich, Germany.
  110. J.M. Berk, 1998. "Monetary transmission: what do we know and how can we use it?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 51(205), pages 145-170.
  111. Alam, Shaista & Ahmed, Mohsin H. & Butt, Muhammad S., 2003. "The dynamics of fertility, family planning and female education in Pakistan," Journal of Asian Economics, Elsevier, Elsevier, vol. 14(3), pages 447-463, June.
  112. Khamfula, Y.A., 1999. "Essays on Exchange Rate Policy in Developing Countries," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-80221, Tilburg University.
  113. Antonio Aznar & Mª Teresa Aparicio & Francisco Javier Trivez, 1991. "Modelo LSW versus modelo NRH-GAP, aplicación de una nueva metodología de selección de modelos," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 15(3), pages 575-599, September.