Country spreads and emerging countries: Who drives whom?

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

1991 • 30,298 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

2005 • 5,787 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Determining the Number of Factors in Approximate Factor Models

2002 • 3,882 citations

Time Series: Data Analysis and Theory.

1976 • 2,796 citations

Estimation of Dynamic Models with Error Components

1981 • 2,290 citations

Habit Formation: A Resolution of the Equity Premium Puzzle

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Closing small open economy models

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Estimating dynamic panel data models: a guide for macroeconomists

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Correlations in Price Changes and Volatility across International Stock Markets

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FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

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Real Business Cycles in a Small Open Economy

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Habit Persistence, Asset Returns, and the Business Cycle

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Common stochastic trends in international stock markets

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LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80

1984 • 491 citations

Chapter 1 Business cycle fluctuations in us macroeconomic time series

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Country Spreads and Emerging Countries: Who Drives Whom?

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Determinants and Impact of Sovereign Credit Ratings

1996 • 427 citations

Determinants and Impact of Sovereign Credit Ratings

1996 • 361 citations

International debt reexamined

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Estimation of Dynamic Models with Error Components

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What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?

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The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s

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International Stock Price Movements: Links and Messages

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Linkages between the US and European equity markets: further evidence from cointegration tests

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Principal components at work: the empirical analysis of monetary policy with large data sets

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Federal policies and local economies: Europe and the US

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The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s

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LDC's Foreign Borrowing and Default Risk: An Empirical Investigation 1976-1980

1983 • 144 citations

Exchange-rate-based inflation stabilization: The initial real effects of credible plans

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Business Cycle Fluctuations in U.S. Macroeconomic Time Series

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Superexogeneity and the dynamic linkages among international equity markets

1998 • 88 citations

Long-term relationships between international share prices

1994 • 87 citations

Short- and long-term links among European and US stock markets

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A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets

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The price–consumption puzzle of currency pegs

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On the linkages between equity markets in Latin America

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Asset Pricing Lessons for Modeling Business Cycles

1995 • 52 citations

Monetary Transmission in the Euro Area: A Factor Model Approach

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Intermediation of Capital In∞ows: The Macroeconomic Implications of Neoclassical Banks and Working Capital

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Sudden Stops in an Equilibrium Business Cycle Model with Credit Constraints: A Fisherian Deflation of Tobin's Q

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Evaluación del cumplimiento en el IVA: revisión de las estimaciones, años 1990 a 1994

1998 • 5 citations

La evasión tributaria

1993 • 2 citations

Deleted Work

1955 • 0 citations