International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985

Co-Integration and Error Correction: Representation, Estimation, and Testing

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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Macroeconomics and Reality

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Introduction to Statistical Time Series

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Principles of Econometrics

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A Leisurely Look at the Bootstrap, the Jackknife, and Cross-Validation

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DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

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Introduction to Statistical Time Series.

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Forecasting and testing in co-integrated systems

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Alternative explanations of the money-income correlation

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Forecasting With Bayesian Vector Autoregressions—Five Years of Experience

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A Leisurely Look at the Bootstrap, the Jackknife, and Cross-Validation

1983 • 1,152 citations

Atheoretical macroeconometrics: A critique

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Variable Trends in Economic Time Series

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Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered

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Vector Autoregressions and Reality

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Cointegration and Tests of Purchasing Power Parity

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Forecasting with Bayesian Vector Autoregressions: Five Years of Experience

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Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered

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Sources of Business Cycle Fluctuations

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Cointegration and models of exchange rate determination

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Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data

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Vector Autoregressions and Reality

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Testing for Nonstationary Parameter Specifications in Seasonal Time Series Models

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The International Transmission of Inflation

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The relative importance of foreign and domestic disturbances for aggregate fluctuations in the open economy

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The international transmission of inflation

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Money, History, and International Finance

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(Innovation) Accounting for the Impact of Fluctuations in U.S. Variables on the Canadian Economy

1985 • 42 citations

International transmission of US macroeconomic policy and the inflation record of Western Europe

1989 • 23 citations

The International Transmission of Inflation Afloat

1989 • 18 citations

The interrelationship of monetary policies under floating exchange rates

1982 • 18 citations

The Interrelationship of Monetary Policies under Floating Exchange Rates: Note

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The Effects of Foreign Shocks on Prices of Swiss Goods and Credit: an Analysis Based on VAR Methods

1987 • 4 citations

The Effects of Foreign Shocks on Prices of Swiss Goods and Credit: An Analysis Based on VAR Methods

1987 • 4 citations

The effect of Bayesian priors on the moving-average representation of vector autoregressions

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Short-Run Independence of Monetary Policy under a Pegged Exchange-Rates System: An Econometric Approach

1983 • 2 citations

The effect of Bayesian priors on the moving-average representation of vector autoregressions

1989 • 1 citations