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Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models
16 references·0 citing·47 second hopsampled
Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models (2006)Investigating M3 Money Demand in the Euro…A small monetary system for the euro area based on German data (2006)A small monetary system for t…The two pillars of the European Central Bank (2004)The two pillars of the Europe…Issues in Money Demand: The Case of Europe (2004)Issues in Money Demand: The C…A money demand system for euro area M3 (2004)A money demand system for eur…A monetary vector error correction model of the Euro area and implications for monetary policy (2004)A monetary vector error corre…Money and inflation in the euro area: A case for monetary indicators? (2003)Money and inflation in the eu…Is the demand for euro area M3 stable? (2003)Is the demand for euro area M…Modelling the demand for M3 in the Euro area (2002)Modelling the demand for M3 i…The demand for M3 in the euro area (2001)The demand for M3 in the euro…Money demand in Euroland (2001)Money demand in EurolandNumerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Long run money demand in the EU: Evidence for area-wide aggregates (1999)Long run money demand in the …Investigating stability and linearity of a German M1 money demand function (1999)Investigating stability and l…Modeling the Demand for M3 in the Unified Germany (1998)Modeling the Demand for M3 in…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…Test of the Adjustment Process and Linear Homogeneity in a Stock Adjustment Model of Money Demand (1985)Test of the Adjustment Proces…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Journal of the American Statistical Association (1995)Investigating M3 money demand in the euro area (2009)TESTS FOR NONLINEAR COINTEGRATION (2009)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Monetary policy issues for the Eurosystem (1999)Is there a unit root in inflation? (2004)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Dynamic Econometrics (1995)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Financial systems and the role of banks in monetary policy transmission in the euro area (2003)The Econometrics of Macroeconomic Modelling (2005)Optimal Properties of Exponentially Weighted Forecasts (1960)Is inflation sticky? (1997)Inflation dynamics: A structural econometric analysis (1999)Interpreting euro area inflation at high and low frequencies (2007)The Monetary Policy of the European Central Bank (2007)Taylor Rules for the ECB using Expectations Data* (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Stability, Asymmetry, and Discontinuity: The Launch of European Monetary Union (1999)Aggregation bias in macro models: does it matter foir the euro area? (2004)Forecasting EMU macroeconomic variables (2004)Specification Tests in Econometrics (1978)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Is Inflation Always and Everywhere a Monetary Phenomenon?* (2005)Assessing the predictive power of financial spreads in the euro area: does parameters instability matter? (2006)The educational and occupational background of central bankers and its effect on inflation: An empirical analysis (2006)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Monetary Policy in the Euro Area (2001)Background studies for the ECB's evaluation of its monetary policy strategy (2003)Money in an Estimated Business Cycle Model of the Euro Area (2006)Testing for the Constancy of Parameters Over Time (1989)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns (2011)The European Central Bank's Monetary Policy during Its First 20 Years (2018)Stock prices and exchange rate dynamics (2005)Economic growth and energy consumption revisited — Evidence from linear and nonlinear Granger causality (2008)Energy consumption and economic growth: New insights into the cointegration relationship (2011)
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References

  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 2003Money and inflation in the euro area: A case for monetary indicators?275 cited
  • 2001The demand for M3 in the euro area251 cited
  • 2004A money demand system for euro area M3191 cited
  • 2004The two pillars of the European Central Bank118 cited
  • 2003Is the demand for euro area M3 stable?112 cited
  • 1999Investigating stability and linearity of a German M1 money demand function100 cited
  • 1999Long run money demand in the EU: Evidence for area-wide aggregates95 cited
  • 1998Modeling the Demand for M3 in the Unified Germany86 cited
  • 2002Modelling the demand for M3 in the Euro area60 cited
  • 2001Money demand in Euroland58 cited
  • 2006A small monetary system for the euro area based on German data47 cited
  • 2004A monetary vector error correction model of the Euro area and implications for monetary policy38 cited
  • 2004Issues in Money Demand: The Case of Europe37 cited
  • 1985Test of the Adjustment Process and Linear Homogeneity in a Stock Adjustment Model of Money Demand

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