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Money demand in the Dominican Republic
16 references·1 citing·27 second hop
Money demand in the Dominican Republic (2000)Money demand in the Dominican RepublicThe Demand for M1 in the U.S.A., 1960-1988 (1992)The Demand for M1 in the U.S.…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Estimating Long-Run Economic Equilibria (1991)Estimating Long-Run Economic …Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Demand for money in open economies (1981)Demand for money in open econ…The Case of the Missing Money (1976)The Case of the Missing MoneyThe Demand for Money: The Evidence from the Time Series (1963)The Demand for Money: The Evi…Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…The Interest-Elasticity of Transactions Demand For Cash (1956)The Interest-Elasticity of Tr…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…Structural Adjustment And The Stability Of The Nigerian Money Demand Function (2011)Structural Adjustment And The…Testing for a Unit Root in Time Series Regression (1988)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Fully modified OLS for heterogeneous cointegrated panels (2004)On the estimation and inference of a cointegrated regression in panel data (2004)The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)Invested interests: the politics of national economic policies in a world of global finance (1991)The Economics of Exchange Rates (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Dealing with Structural Breaks (2005)Testing for Error Correction in Panel Data* (2007)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)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)Time Series Analysis: Forecasting and Control (1977)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)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Dynamic Econometrics (1995)Inflation and Welfare (2000)The Cointegrated VAR Model: Methodology and Applications (2006)A Theoretical Framework for Monetary Analysis (1970)BANKING PANICS AND BUSINESS CYCLES * (1988)Monetary Theory and Policy (1999)
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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
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,697 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1956The Interest-Elasticity of Transactions Demand For Cash1,489 cited
  • 1991Estimating Long-Run Economic Equilibria854 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1991Critical Values for Cointegratio11 Tests*762 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1976The Case of the Missing Money567 cited
  • 1963The Demand for Money: The Evidence from the Time Series375 cited
  • 1992The Demand for M1 in the U.S.A., 1960-1988

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320 cited
  • 1981Demand for money in open economies318 cited
  • Cited by

    • 2011Structural Adjustment And The Stability Of The Nigerian Money Demand Function15 cited