J. Wolters
Macroeconomic Dynamics · 2001–2006
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.
Whom J. Wolters trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Wolters overall
Papers from J. Wolters's perspective
Ordered by how strongly the researchers J. Wolters trusts endorse each paper. Same corpus, a different order for every researcher.
- MACROECONOMICS AND REALITY
- Structural vector autoregressive analysis for cointegrated variables
- What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
- Applied Time Series Econometrics
- Introduction to Statistical Time Series.
- TESTS OF COMMON STOCHASTIC TRENDS (Econometric Theory)
- Information Theory and an Extension of the Maximum Likelihood Principle
- Time series analysis of error-correction models
- Macro shocks and real stock prices
- Structural Vector Autoregressions With Nonnormal Residuals (Social Science Research Network)
Their papers
- COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS (2001) — 132 citations
- Autoregressive distributed lag models and cointegration (2006) — 197 citations