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Modeling Money Demand in India: Testing Weak, Strong & Super Exogeneity*
16 references·2 citing·31 second hop
Modeling Money Demand in India: Testing Weak, Strong & Super Exogeneity* (2000)Modeling Money Demand in India: Testing W…Exogeneity, Cointegration, and Economic Policy Analysis (1998)Exogeneity, Cointegration, an…Optimal changepoint tests for normal linear regression (1996)Optimal changepoint tests for…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…The demand for money (1990)The demand for moneyStatistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for Structural Change in Dynamic Models (1988)Testing for Structural Change…Testing for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Money and the Stock Market (1988)Money and the Stock MarketCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Monetary and Fiscal Policy with Flexible Exchange Rates (1982)Monetary and Fiscal Policy wi…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The demand for money in India∗ (1968)The demand for money in India∗Asymmetric Effects of Economic Policy Uncertainty on the Demand for Money in India (2021)Asymmetric Effects of Economi…Application Of The Alternative Techniques To Estimate Demand For Money In Developing Countries (2012)Application Of The Alternativ…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Optimal Inference in Cointegrated Systems (1991)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Testing For and Dating Common Breaks in Multivariate Time Series (1998)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Selection of estimation window in the presence of breaks (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The federal funds rate and the channels of monetary transmission (1989)Instability of return prediction models (2006)Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Testing for an unstable root in conditional and structural error correction models (1994)Explaining Cointegration Analysis: Part II (2001)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1988Testing for Common Trends1,894 cited
  • 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 1996Optimal changepoint tests for normal linear regression304 cited
  • 1988Money and the Stock Market294 cited
  • 1990The demand for money264 cited
  • 1988Testing for Structural Change in Dynamic Models259 cited
  • 1998Exogeneity, Cointegration, and Economic Policy Analysis147 cited
  • 1982Monetary and Fiscal Policy with Flexible Exchange Rates63 cited

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  • 1968The demand for money in India∗25 cited
  • Cited by

    • 2021Asymmetric Effects of Economic Policy Uncertainty on the Demand for Money in India17 cited
    • 2012Application Of The Alternative Techniques To Estimate Demand For Money In Developing Countries15 cited