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Citations for "Atheoretical macroeconometrics: A critique"

by Cooley, Thomas F. & Leroy, Stephen F.

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Cited by (explanations, 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.):
  1. Theodore J. Joyce & Naci H. Mocan, 1993. "Unemployment and Infant Health: Times-Series Evidence from the State of Tennessee," NBER Working Papers 3694, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Alain DeSerres & Alain Guay, 1995. "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics 9510001, EconWPA. [Downloadable!]
  3. Ben S.C. Fung & Marcel Kasumovich, 1997. "Monetary Shocks in the G-6 Countries: Is There a Puzzle?," Working Papers 97-7, Bank of Canada. [Downloadable!]
  4. Thomas F. Cargill & Steven A. Morus, 1988. "A vector autoregression model of the Nevada economy," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 21-32. [Downloadable!]
  5. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics. [Downloadable!]
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  6. Hoover, Kevin & Demiralp, Selva, 2003. "Searching for the Causal Structure of a Vector Autoregression," Working Papers 03-3, University of California at Davis, Department of Economics. [Downloadable!]
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  7. Kilian, Lutz & Vega, Clara, 2008. "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," CEPR Discussion Papers 7015, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  8. Kjetil Telle, Iulie Aslaksen and Terje Synnestvedt, 2004. ""It pays to be green" - a premature conclusion?," Discussion Papers 394, Research Department of Statistics Norway. [Downloadable!]
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  9. Raymond Batina, 1998. "On the Long Run Effects of Public Capital and Disaggregated Public Capital on Aggregate Output," International Tax and Public Finance, Springer, vol. 5(3), pages 263-281, July. [Downloadable!] (restricted)
  10. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
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  11. Anita Ghatak, 1998. "Vector autoregression modelling and forecasting growth of South Korea," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(5), pages 579-592, October. [Downloadable!] (restricted)
  12. Theodore Joyce & Michael Grossman, 1991. "The Dynamic Relationship between Low Birthweight and Induced Abortion in New York City: An Aggregate Time-Series Analysis," NBER Working Papers 3211, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. John H. Rogers & Ping Wang, 1993. "Output, inflation, and stabilization in a small open economy: evidence from Mexico," Research Paper 9315, Federal Reserve Bank of Dallas. [Downloadable!]
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  14. Pami Dua & Stephen M. Miller & David J. Smyth, 1996. "Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework," Working papers 1996-08, University of Connecticut, Department of Economics. [Downloadable!]
  15. Ramon Moreno, 1992. "Macroeconomic shocks and business cycles in Australia," Economic Review, Federal Reserve Bank of San Francisco, pages 34-52. [Downloadable!]
  16. Kilian, Lutz, 2006. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," CEPR Discussion Papers 5994, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  17. Titus O. Awokuse & David A. Bessler, 2003. "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 1-24, May. [Downloadable!]
  18. Peter Englund & Anders Vredin, 1990. "The current account, supply shocks and accommodative fiscal policy : interpretations of Swedish post-war data," Finnish Economic Papers, Finnish Economic Association, vol. 3(2), pages 89-107, Autumn. [Downloadable!]
  19. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis. [Downloadable!]
  20. Mark Wheeler, 1991. "Causality in the United Kingdom: Results from an Open Economy," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 439-449, Oct-Dec. [Downloadable!]
  21. Haigh, Michael S. & Bessler, David A., 2002. "Causality And Price Discovery: An Application Of Directed Acyclic Graphs," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19057, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
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  22. George Sofianos & Arie Melnik & Paul Wachtel, 1991. "Loan Commitments and Monetary Policy," NBER Working Papers 2232, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  23. Michael J. Lamla & Sarah M. Lein & Jan-Egbert Sturm, 2007. "News and Sectoral Comovement," KOF Working papers 07-183, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
  24. Dewan A. Abdullah, 1998. "Money Growth Variability And Stock Returns: An Innovations Accounting Analysis," International Economic Journal, Korean International Economic Association, vol. 12(4), pages 89-94, December. [Downloadable!] (restricted)
  25. Derek W. Bunn & Carlo Fezzi, 2007. "Interaction of European Carbon Trading and Energy Prices," Working Papers 2007.63, Fondazione Eni Enrico Mattei. [Downloadable!]
  26. Nathan S. Balke & Kenneth M. Emery, 1994. "The federal funds rate as an indicator of monetary policy: evidence from the 1980s," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 1-15. [Downloadable!]
  27. Thomas F. Cooley & Gary D. Hansen, 1987. "The Inflation Tax in a Real Business Cycle Model," UCLA Economics Working Papers 496, UCLA Department of Economics. [Downloadable!]
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  28. Nathan S. Balke & Kenneth M. Emery, 1994. "Understanding the price puzzle," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 15-26. [Downloadable!]
  29. Michael T. Belongia, 1991. "Monetary policy and the farm/nonfarm price ratio: a comparison of effects," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-46. [Downloadable!]
  30. Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola, 2007. "Oil Shocks and External Balances," CEPR Discussion Papers 6303, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  31. Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany. [Downloadable!]
  32. Daniel L. Thornton & Dallas S. Batten, 1984. "Lag length selection and Granger causality," Working Papers 1984-001, Federal Reserve Bank of St. Louis. [Downloadable!]
  33. John L. Kling & Thomas E. McCue, 1991. "Stylized Facts About Industrial Property Construction," Journal of Real Estate Research, American Real Estate Society, vol. 6(3), pages 293-304. [Downloadable!]
  34. Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July. [Downloadable!] (restricted)
  35. Scott Freeman & Finn Kydland, 1998. "Monetary aggregates and output," Working Paper 9813, Federal Reserve Bank of Cleveland. [Downloadable!]
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  36. Jan Jacobs & Albert van der Horst,, 1996. "VAR-ing the economy of the Netherlands," Working Papers 24, Centre for Economic Research, University of Groningen and University of Twente. [Downloadable!]
  37. Louis, Rosmy & Osman, Mohammad & Balli, FAruk, 2007. "On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?," MPRA Paper 11610, University Library of Munich, Germany, revised Nov 2008. [Downloadable!]
  38. A. F. Darrat & D. A. Yousef, 2004. "Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics," Applied Financial Economics, Taylor and Francis Journals, vol. 14(8), pages 537-554, May. [Downloadable!] (restricted)
  39. Mark S Astley & Anthony Garratt, . "Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94," Bank of England working papers 85, Bank of England. [Downloadable!]
  40. Fabio Canova & Joaquim Pires Pina, 1998. "Monetary Policy Misspecification in VAR Models," Economics Working Papers 420, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999. [Downloadable!]
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  41. Mutlu, Seval & Aktas, Erkan & KARAHAN UYSAL, Özlem, 2004. "Akdeniz Bölgesi ve Başlıca Tüketim Merkezlerinde Yaş Meyve ve Sebze Perakende Fiyatları Arasındaki İlişkiler: Pazar Entegrasyonunun Testi
    [The Relation among retail price main of consumpti    ," MPRA Paper 8656, University Library of Munich, Germany, revised 2004. [Downloadable!]
  42. Carlo Carraro & Stéphane Gregoir, 2002. "Policy Evaluation in Macroeconometric Doubly Stochastic Models," Annales d'Economie et de Statistique, ADRES, issue 67-68, pages 04, Juillet-D. [Downloadable!]
  43. Anirvan Banerji & Pami Dua & Stephen M. Miller, 2003. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 114, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
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  44. Abul M. M. Masih & Rumi Masih, 1997. "Bivariate and Multivariate Tests of Money-Price Causality: Robust Evidence from a Small Developing Country," Journal of International Development, John Wiley & Sons, Ltd., vol. 9(6), pages 803-825.
  45. Lucas W. Davis & Lutz Kilian, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," NBER Working Papers 14685, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  46. JÚLIUS HORVÁTH & RICHARD GRABOWSKI, 1999. "Core And Periphery In The World Economy: An Empirical Assessment Of The Integration Of The Developing Countries Into The World Economy," International Economic Journal, Korean International Economic Association, vol. 13(4), pages 35-51, December. [Downloadable!] (restricted)
  47. H. Atesoglu & Donald Dutkowsky, 1992. "The changing effect of money on aggregate output in the u.s," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(2), pages 221-236, June. [Downloadable!] (restricted)
  48. Kasumovick, M., 1996. "Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks," Working Papers 96-8, Bank of Canada. [Downloadable!]
  49. John Faust & Charles H. Whiteman, 1997. "General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit," International Finance Discussion Papers 576, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  50. R.W. Hafer & Richard G. Sheehan, 1987. "Policy inference using VAR models: the effects of alternative lag structures," Working Papers 1986-009, Federal Reserve Bank of St. Louis. [Downloadable!]
  51. Haigh, Michael S. & Nomikos, Nikos K. & Bessler, David A., 2002. "Integration And Causality In International Freight Markets--Modeling With Error Correction And Directed Acyclic Graphs," Working Papers 28558, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
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  52. Louis, Rosmy J & Brown, Ryan & Balli, Faruk, 2009. "Are Mortgage Rates Bubbling Up Trouble for Canadas Metropolitan Housing Sector?," MPRA Paper 17245, University Library of Munich, Germany. [Downloadable!]
  53. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  54. Mark Dwyer, 1998. "Impulse Response Priors for Discriminating Structural Vector Autoregressions," UCLA Economics Working Papers 780, UCLA Department of Economics. [Downloadable!]
  55. Jang C. Jin, 2000. "Openness and growth: an interpretation of empirical evidence from East Asian countries," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 9(1), pages 5-17, March. [Downloadable!] (restricted)
  56. Richard M. Todd, 1990. "Vector autoregression evidence on monetarism: another look at the robustness debate," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 19-37. [Downloadable!]
  57. Hoover, Kevin D., 2005. "Economic Theory and Causal Inference," Working Papers 06-4, University of California at Davis, Department of Economics. [Downloadable!]
  58. M.Yusuf Tashrifov, 2005. "Monetary Policy Model of Tajikstan: A Structural Vector Autoregression Approach," International and Development Economics Working Papers idec05-9, International and Development Economics. [Downloadable!]
  59. Francisco F. R. Ramos, 1996. "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics 9604002, EconWPA. [Downloadable!]
  60. Martha Misas & Enrique López Enciso, . "Desequilibrios Reales en Colombia," Borradores de Economia 181, Banco de la Republica de Colombia. [Downloadable!]
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  61. Nicolaas Groenewold & Guoping Lee & Anping Chen, 2005. "Regional Output Spillovers in China: Estimates from a VAR Model," Economics Discussion / Working Papers 05-05, The University of Western Australia, Department of Economics. [Downloadable!]
  62. massimo franchi, 2002. "A Non-Causal Identification Scheme for Vector Autoregressions," Computing in Economics and Finance 2002 290, Society for Computational Economics. [Downloadable!]
  63. Pierre-Daniel G. Sarte, 1997. "On the identification of structural vector autoregressions," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-68. [Downloadable!]
  64. Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers 2003-032, Federal Reserve Bank of St. Louis. [Downloadable!]
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  65. R.W. Hafer & Richard G. Sheehan, 1987. "On the sensitivity of VAR forecasts to alternative lag structures," Working Papers 1987-004, Federal Reserve Bank of St. Louis. [Downloadable!]
  66. Pierre-Richard Agénor & Alexander W. Hoffmaister & Carlos Medeiros, 2002. "Cyclical Fluctuations in Brazil's Real Exchange Rate: the Role of Domestic and External Factors (1988-95)," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 56(1), April. [Downloadable!]
Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.