Concepedia

A Small Structural Empirical Model Of The UK Monetary Transmission Mechanism

Shamik Dhar, Darren Pain, Ryland Thomas

SSRN Electronic Journal · 2000 · 27 citations · 23 references

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References

23

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Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

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Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

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Expectations and Exchange Rate Dynamics

Rüdiger Dornbusch · Journal of Political Economy · 1976 · 4.7K citations

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