References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 33

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Bühlmann, P. (1997). Sieve Bootstrap for Time Series. Bernoulli, 3:123-148.

Campbell, J.Y., Lo, W., and MacKinlay, A.C. (1997). The Econometrics of Financial Markets. Princeton University Press, Princeton.

Chang, Y., and Park, J.Y. (2003). A Sieve Bootstrap for the Test of a Unit Root. Journal of Time Series Analysis, 24:379-400.

Chang, Y., Park, J.Y., and Song, K. (2006). Bootstrapping Cointegrating Regressions. Journal of Econometrics, 133:703-739.

Choi, E., and Hall, P. (2000). Bootstrap Confidence Regions Computed From Autoregressions of Arbitrary Order. Journal of the Royal Statistical Society, Series B, 62:461-477.

Chudik, A. (2006). Macroeconomic Interdependence and Common Factors. Unpublished.

Dees, S., di Mauro, F., Pesaran, M.H., and Smith, L.V. (2007). Exploring the International Linkages of the Euro Area: A Global VAR analysis. Journal of Applied Econometrics, 22:1-38.

Gali, J., and Monacelli, T. (2005). Monetary Policy and Exchange Rate Volatility in a Small Open Economy. Review of Economic Studies, 72:707-734.

Garratt, A., Lee, K., Pesaran, M.H., and Y., Shin (2003). A Long Run Structural Model of the UK. Economic Journal, 113:412-455.

Garratt, A., Lee, K.,, and Shin, Y. (2006). Global and National Macroeconometric Modelling: A Long-run Structural Approach. Oxford University Press, Oxford.

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Juselius, K., and MacDonald, R. (2003). International Parity Relationships between Germany and the United States: A Joint Modelling Approach. FRU, University of Copenhagen, Working Papers 2004/08.

Koop, G., Pesaran, M.H., and Potter, S. (1996). Impulse Response Analysis in Nonlinear Multivariate Models. Journal of Econometrics, 74:119-147.

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Künsch, H.R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17:1217-1241.

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Paparoditis, E. (1996). Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes. Journal of Multivariate Analysis, 57:277-296.

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Pesaran, M.H., and Shin, Y. (1996). Cointegration and Speed of Convergence to Equilibrium. Journal of Econometrics, 71:117-143.

Pesaran, M.H., and Shin, Y. (1998). Generalized Impulse Response Analysis in Linear Multivariate Models. Economics Letters, 58:17-29.

Pesaran, M.H., Sin, Y., and Smith, R.J. (2000). Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables. Journal of Econometrics, 97:293-343.

Pesaran, M.H., and Smith, R. (2006). Macroeconomic Modelling with a Global Perspective. The Manchester School, Supplement, :24-49.

Pesaran, M.H. (2007). A Pair-wise Approach to Testing for Output and Growth Convergence. Journal of Econometrics, 138:312-355.

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