Concepedia
SSRN Electronic Journal · 2009 · 34 citations · 13 references
Open access
13
Macroeconomics and Reality
Christopher A. Sims · Econometrica · 1980 · 12.5K citations
Monetary Policy, Economics, Useful Forecasting +13
Generalized impulse response analysis in linear multivariate models
M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 5.9K citations
Multidimensional Analysis, Multivariate Approximation, Linear Multivariate Models +3
Impulse response analysis in nonlinear multivariate models
Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 4.9K citations
Nonlinear System Identification, Impulse Response Analysis, Nonlinear Process +3
Numerical distribution functions of likelihood ratio tests for cointegration
James G. MacKinnon, Alfred A. Haug, Leo Michelis · Journal of Applied Econometrics · 1999 · 2K citations
Econometric Model, Volatility Modeling, Economics +13
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
M. Hashem Pesaran, Til Schuermann, Scott M. Weiner · Journal of Business and Economic Statistics · 2004 · 1.3K citations
International Economics, Macroeconomic Forecasting, Abstractfinancial Institutions +20