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Money Demand and Economic Uncertainty
14 references·3 citing·40 second hop
Money Demand and Economic Uncertainty (2021)Money Demand and Economic UncertaintyInternational Cross-Listing and the Bonding Hypothesis (2004)International Cross-Listing a…Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation (2004)Exchange Rate Pass-Through an…An estimated Canadian DSGE model with nominal and real rigidities (2003)An estimated Canadian DSGE mo…A Money Demand Function with Output Uncertainty, Monetary Uncertainty, and Financial Innovations (2003)A Money Demand Function with …Constructing and estimating a realistic optimizing model of monetary policy (2000)Constructing and estimating a…A small, structural, quarterly model for monetary policy evaluation (1997)A small, structural, quarterl…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…ARCH modeling in finance (1992)ARCH modeling in financeA Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Modelling the persistence of conditional variances (1986)Modelling the persistence of …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive co…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitMoney demand and the shadow economy: empirical evidence from OECD countries (2015)Money demand and the shadow e…China's Monetary Policy and Interest Rate Liberalization: Lessons from International Experiences (2014)China's Monetary Policy and I…Economic uncertainty and money demand stability in Turkey (2013)Economic uncertainty and mone…Biases in Dynamic Models with Fixed Effects (1981)Staggered prices in a utility-maximizing framework (1983)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through (2008)Price adjustment and exchange rate pass-through (2009)Inflation responses to commodity price shocks – How and why do countries differ? (2016)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Multivariate GARCH models: a surveyDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)The Distribution of Realized Exchange Rate Volatility (2001)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Time to Build and Aggregate Fluctuations (1982)The federal funds rate and the channels of monetary transmission (1989)A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns (2004)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)Dynamics of fiscal financing in the United States (2009)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Using artificial neural network models in stock market index prediction (2011)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1986Modelling the persistence of conditional variances2,068 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 2000Constructing and estimating a realistic optimizing model of monetary policy278 cited
  • 2004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation234 cited
  • 1997A small, structural, quarterly model for monetary policy evaluation189 cited
  • 2003A Money Demand Function with Output Uncertainty, Monetary Uncertainty, and Financial Innovations101 cited
  • 2003An estimated Canadian DSGE model with nominal and real rigidities85 cited
  • 2004International Cross-Listing and the Bonding Hypothesis54 cited

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  • 2013Economic uncertainty and money demand stability in Turkey28 cited
  • 2014China's Monetary Policy and Interest Rate Liberalization: Lessons from International Experiences16 cited
  • 2015Money demand and the shadow economy: empirical evidence from OECD countries14 cited