Exploring the International Linkages of the Euro Area: A Global VAR Analysis

General Diagnostic Tests for Cross Section Dependence in Panels

2004 • 6,605 citations

Generalized impulse response analysis in linear multivariate models

1998 • 5,298 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

Impulse response analysis in nonlinear multivariate models

1996 • 4,416 citations

Macroeconomic Forecasting Using Diffusion Indexes

2002 • 2,544 citations

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

1994 • 2,512 citations

Monetary Policy Shocks: What Have We Learned and to What End?

1998 • 1,908 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Interpreting the macroeconomic time series facts

1992 • 1,879 citations

The Generalized Dynamic-Factor Model: Identification and Estimation

2000 • 1,719 citations

Tests of the Hypothesis That a Linear Regression System Obeys Two Separate Regimes

1960 • 1,112 citations

Cointegration in partial systems and the efficiency of single-equation analysis

1992 • 998 citations

Tests for Parameter Instability in Regressions with 1(1) Processes

1992 • 984 citations

Exploring the international linkages of the euro area: a global VAR analysis

2007 • 864 citations

Testing for the Constancy of Parameters over Time

1989 • 827 citations

Structural analysis of vector error correction models with exogenous I(1) variables

2000 • 795 citations

Some tests for parameter constancy in cointegrated VAR‐models

1999 • 620 citations

The Cusum Test with Ols Residuals

1992 • 593 citations

Evidence on Structural Instability in Macroeconomic Time Series Relations

1996 • 575 citations

Forecasting Non-Stationary Economic Time Series

1999 • 461 citations

A Comparison of Unit-Root Test Criteria

1994 • 435 citations

Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics

1998 • 429 citations

A new test for structural stability in the linear regression model

1989 • 373 citations

Causality in the Long Run

1995 • 290 citations

Measuring World Business Cycles

1997 • 266 citations

ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS

1995 • 264 citations

A Long run structural macroeconometric model of the UK

2003 • 229 citations

Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model

2001 • 197 citations

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

2006 • 166 citations

The role of international factors in the business cycle: A multi-country study

1996 • 104 citations

Explaining Business Cycles in Small Open Economies: How Much Do World Prices Matter?

1998 • 92 citations

Parameter Constancy in Cointegrating Regressions

1994 • 87 citations

Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects

2003 • 83 citations

Trade, Finance, Specialization and Synchronization

2003 • 82 citations

A Decomposition of Global Linkages in Financial Markets Over Time

2003 • 78 citations

Aggregation and the Microfoundations of Dynamic Macroeconomics

1998 • 75 citations

Comparison of tests for the cointegrating rank of a VAR process with a structural shift

2003 • 54 citations

Understanding the Impact of the External Dimension on the Euro Area: Trade, Capital Flows and Other International Macroeconomic Linkages

2004 • 20 citations

Sources and Propagation of International Cycles: Common Shocks or Transmission?

1996 • 17 citations

Business Cycles for G7 and European Countries

1997 • 17 citations

Identifying the Common Component of International Economic Fluctuations: A New Approach

2002 • 16 citations

The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G7

2004 • 10 citations

Opening the black box: structural factor models versus structural VARs

2003 • 8 citations

Measuring Monetary Policy in the UK: A Factor-Augmented Vector Autoregression Model Approach

2005 • 3 citations