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Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis
16 references·0 citing·45 second hop
Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis (2003)Long and Short-Run Determinants of Money …The demand for M3 in the euro area (2001)The demand for M3 in the euro…Independent review of the operation of monetary policy in New Zealand (2001)Independent review of the ope…Another look at long-run money demand (2001)Another look at long-run mone…Measuring the Hidden Economy: Implications for Econometric Modelling (1999)Measuring the Hidden Economy:…A cash rate system for implementing monetary policy (1999)A cash rate system for implem…Modelling money demand in Germany (1998)Modelling money demand in Ger…Empirical modeling of money demand (1998)Empirical modeling of money d…The demand for money in Japan: Evidence from cointegration analysis (1996)The demand for money in Japan…Implementing monetary policy in New Zealand (1996)Implementing monetary policy …Aggregate Money Demand Functions (1996)Aggregate Money Demand Functi…The demand for money in a small open economy: The case of Switzerland (1995)The demand for money in a sma…LONG-RUN ELASTICITIES OF THE DEMAND FOR MONEY IN KOREA: EVIDENCE FROM COINTEGRATION ANALYSIS (1994)LONG-RUN ELASTICITIES OF THE …Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia (1993)Financial Deregulation and th…The Quantity Theory is Always and Everywhere Controversial—Why?* (1991)The Quantity Theory is Always…Long-run Relations in Australian Monetary Data (1991)Long-run Relations in Austral…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Survey of Literature on Demand for Money (1999)A Survey of Recent Empirical Money Demand Studies (2000)Testing linearity in cointegrating smooth transition regressions (2004)Macroeconomics and Reality (1980)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Structural VAR Model of the Australian Economy (2000)Contemporaneous and Granger causality among US corn cash and futures prices (2018)Income tax evasion: a theoretical analysis (1972)Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable (1975)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Shadow Economies: Size, Causes, and Consequences (2000)The shadow economy (2002)How do institutions affect corruption and the shadow economy? (2008)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)The General Theory of Employment, Interest and Money. (1936)Time to Build and Aggregate Fluctuations (1982)Comparing international consumption patterns (2005)Long- and short-run determinants of the demand for money in the Asian-Pacific countries: An empirical panel investigation (2008)David Hume and Irving Fisher on the quantity theory of money in the long run and the short run (2013)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Dynamic Econometrics (1995)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Monetary Policy Transmission in the Euro Area (2003)An area-wide model for the euro area (2004)Assessing excess liquidity in the euro area: the role of sectoral distribution of money (2007)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)ARE IMPORTS AND EXPORTS OF KOREA COINTEGRATED? (1997)Stability of M2 money demand function in industrial countries (2002)Stability of the money demand function in Asian developing countries (2005)Time Series Regression with a Unit Root (1987)Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model (2002)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Inflation and Welfare (2000)Banks are Not Intermediaries of Loanable Funds – And Why This Matters (2015)The macroeconomics of central bank digital currencies (2021)Assessing forecast performance in a cointegrated system (1996)Are the effects of monetary policy in the euro area greater in recessions than in booms? (2002)Testing for short- and long-run causality: A frequency-domain approach (2005)
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References

  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1999Measuring the Hidden Economy: Implications for Econometric Modelling317 cited
  • 2001The demand for M3 in the euro area251 cited
  • 2001Another look at long-run money demand224 cited
  • 1998Empirical modeling of money demand131 cited
  • 1996The demand for money in Japan: Evidence from cointegration analysis82 cited
  • 1994LONG-RUN ELASTICITIES OF THE DEMAND FOR MONEY IN KOREA: EVIDENCE FROM COINTEGRATION ANALYSIS74 cited
  • 1996Aggregate Money Demand Functions74 cited
  • 1993Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia71 cited
  • 1991The Quantity Theory is Always and Everywhere Controversial—Why?*64 cited
  • 2001Independent review of the operation of monetary policy in New Zealand58 cited
  • 1998Modelling money demand in Germany42 cited
  • 1995The demand for money in a small open economy: The case of Switzerland32 cited
  • 1999A cash rate system for implementing monetary policy29 cited
  • 1991Long-run Relations in Australian Monetary Data26 cited

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  • 1996Implementing monetary policy in New Zealand23 cited
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