Documents
Authors
Tables
Log in
Sign up
MetaCart
DMCA
Donate
Documents:
Advanced Search
Include Citations
Authors:
Advanced Search
Include Citations |
Disambiguate
Tables:
DMCA
1 (2010)
Cached
Download Links
[arxiv.org]
Save to List
Add to Collection
Correct Errors
Monitor Changes
by Valentin Patileaa , Hamdi Raïssib , Valentin Patilea , Hamdi Raïssi
Summary
Citations
Active Bibliography
Co-citation
Clustered Documents
Version History
Citations
1822
Autoregressive Conditional Heteroscedasticity with estimates of variance of the United Kingdom inflation.
- Engle - 1982
1745
Investigating Causal Relations by Econometric Models and Cross Spectral Methods,
- GRANGER - 1969
1004
New Introduction to Multiple Time Series Analysis
- Lutkepohl - 2005
466
Output Fluctuations in the United States: What has Changed Since the Early 1980’s
- McConnell, Perez-Quiros
421
Has the US Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle
- Kim, Nelson - 1999
334
Stochastic Limit Theory
- DAVIDSON - 1994
283
Money, income, and causality
- Sims - 1972
105
U-processes: rates of convergence
- Nolan, Pollard - 1987
84
Interpreting the Evidence on Money-Income Causality
- Stock, Watson - 1989
77
Laws of large numbers for dependent nonidentically distributed random variables
- Andrews - 1987
68
The long and large decline in US output volatility
- Blanchard, Simon
45
Breaks in the variability and comovement of G−7 economic growth
- Doyle, Faust - 2005
43
Lag-Length Selection and Tests of Granger Causality Between Money and Income
- Thornton, Batten
40
Testing for volatility changes in U.S. macroeconomic time series, Review of Economics and Statistics 86: 833–839
- Sensier, Dijk - 2004
39
Nonstationarities in stock returns
- Stǎricǎ, Granger - 2005
29
Regression with nonstationary volatility
- Hansen - 1995
25
Testing for unit roots in time series models with non-stationary volatility
- Cavaliere, Taylor - 2007
23
Unit root tests under time-varying variances
- Cavaliere
23
Testing for co-integration in vector autoregressions with non-stationary volatility
- Cavaliere, Rahbek, et al. - 2010
21
Pearce : "The Causality Relationship Between Money and Income " mimeo
- Feige, K - 1974
19
Unit root tests with a break in innovation variance
- Kim, Leybourne, et al. - 2002
19
Testing for Changes in the Unconditional Variance of Financial Time Series", Department dEconomia Aplicada Working Paper, Universitat de les illes Balears
- Sansó, Aragó, et al. - 2003
13
Inference in autoregression under heteroskedasticity
- Phillips, Xu - 2006
11
The Declining Volatility of U.S. Employment: Was Arthur Burns Right?” International Finance Discussion Paper 677 (Board of Governors of the Federal Reserve System, August 2000) 30 Trade (exports plus imports) of each G-7 country with the rest of the G-7 a
- Warnock, Warnock - 2000
10
2005), Declining Volatility in the US Automobile Industry, NBER Working Paper 11596. Romer
- Ramey, Vine
9
Variance shifts, structural breaks, and stationarity tests
- Patilea, Busetti, et al. - 2003
6
Unit root testing with unstable volatility. Working paper
- Beare - 2008
6
Time-transformed unit root tests for models with non-stationary volatility
- Cavaliere, Taylor - 2008
6
A uniform CLT for uniformly bounded families of martingale differences
- Levental - 1989
5
The uniform CLT for martingale differences arrays under the uniformly integrable entropy
- Bae, Jun, et al.
5
A Cauchy-Schwarz inequality for expectation of matrices
- Lavergne - 2008
4
Structural breaks in the international transmission of inflation
- Bataa, Osborn, et al. - 2009
4
Testing for cointegration with nonstationary volatility. Working Paper
- Boswijk, Zu - 2007
4
Portmanteau tests for stable multivariate autoregressive processes. Working paper arXiv:1105.3638v2 [stat.ME
- Patilea, Raïssi - 2011
3
The uniform CLT for martingale difference of function-indexed process under uniform integrable entropy
- Bae, Choi - 1999
3
Is there causality in the mean and volatility of inflation between the US and other G7 countries? Centre for Growth and Business Cycle Research Economic Studies
- Batbekh, Osborn, et al. - 2007
3
Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity, Statistica Neerlandica 63
- Hafner, Herwartz - 2009
2
Testing conditional moment restrictions in the presence of right-censoring depending on the covariates. Discussion Paper, CREST-Ensai
- Lopez, Patilea - 2010
1
Patilea and Hamdi Raïssi
- Valentin - 1987