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Constructive Data Mining: Modeling Argentine Broad Money Demand
16 references·1 citing·32 second hop
Constructive Data Mining: Modeling Argentine Broad Money Demand (2008)Constructive Data Mining: Modeling Argent…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Truth and Robustness in Cross‐country Growth Regressions* (2004)Truth and Robustness in Cross…Board of Governors of the Federal Reserve System (2001)Board of Governors of the Fed…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Testing superexogeneity and invariance in regression models (1993)Testing superexogeneity and i…The Demand for M1 in the U.S.A., 1960-1988 (1992)The Demand for M1 in the U.S.…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Liquidity and inflation effects on consumers' expenditure (1981)Liquidity and inflation effec…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…Inflation Dynamics And Food Prices In An Agricultural Economy: The Case Of Ethiopia (2009)Inflation Dynamics And Food P…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)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)Time Series Analysis, Forecasting, and Control (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Introductory Econometrics for Finance (2008)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing for Error Correction in Panel Data* (2007)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)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)A Demand System Approach to Asset Pricing (2018)Does Climate Change Affect Real Estate Prices? Only If You Believe In It (2018)The Economic Impacts of COVID-19: Evidence from a New Public Database Built Using Private Sector Data (2020)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)The behavior of real exchange rates during the post-Bretton Woods period (1998)The Long-Run Evolution of Energy Prices (1999)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 2001Board of Governors of the Federal Reserve System1,130 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1991Critical Values for Cointegratio11 Tests*762 cited
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  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1993Testing superexogeneity and invariance in regression models346 cited
  • 1992The Demand for M1 in the U.S.A., 1960-1988320 cited

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2004
Truth and Robustness in Cross‐country Growth Regressions*
233 cited
  • 1981Liquidity and inflation effects on consumers' expenditure204 cited
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    • 2009Inflation Dynamics And Food Prices In An Agricultural Economy: The Case Of Ethiopia84 cited