Time series analysis of intensive longitudinal data provides the psychological literature with
a powerful tool for assessing how psychological processes evolve through time. Recent …

Commonly used instruments for the identification of monetary policy disturbances are likely
to combine the true policy shock with information about the state of the economy due to the …

The last twenty years have witnessed tremendous advances in the mathematical, statistical,
and computational tools available to applied macroeconomists. This rapidly evolving field …

This study examines the short-run dynamics of returns and volatility for stocks traded on the
New York and Toronto stock exchanges. The main finding is that inferences about the …

No. In many vector autoregressions (VARs), monetary policy shocks are identified with the
least squares residuals from a regression of the federal funds rate on an assortment of …

This contribution tests for causality between financial deepening, trade openness, and
economic development for 16 sub-Saharan African countries. The Hsiao-Granger method is …

Using a panel of 13 tourism-intensive economies for the period 1995–2012, this paper
shows that rising growth in tourism which is proxied by tourism receipts to GDP ratio has an …

We compare the finite-sample performance of impulse response confidence intervals based
on local projections (LPs) and vector autoregressive (VAR) models in linear stationary …

We use the Hsiao–Granger method to test for terrorism–growth causality for seven Western
European countries. In bivariate settings, the impact of economic performance on domestic …

This study used Monte Carlo simulations to study the performance of alternative lag
selection criterion for symmetric lag and asymmetric lag vector autoregressive models. Lag …