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The Demand for M0 in the United Kingdom Reconsidered: Some Specification Issues
16 references·2 citing·34 second hop
The Demand for M0 in the United Kingdom Reconsidered: Some Specification Issues (1998)The Demand for M0 in the United Kingdom R…The Demand for Money: Theories, Evidence, and Problems (1997)The Demand for Money: Theorie…Efficient inference on cointegration parameters in structural error correction models (1995)Efficient inference on cointe…Testing Long Run Neutrality (1992)Testing Long Run NeutralityMonetary Economics: Theory and Policy. (1991)Monetary Economics: Theory an…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…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Demand for Money: Theoretical Studies (1989)Demand for Money: Theoretical…An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz (1989)An Econometric Analysis of UK…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Monetary policy regime shifts and the unusual behavior of real interest rates (1986)Monetary policy regime shifts…The Real Interest Rate: A Multi-Country Empirical Study (1984)The Real Interest Rate: A Mul…The Real Interest Rate: A Multi-Country Empirical Study (1982)The Real Interest Rate: A Mul…A Theoretical Framework for Monetary Analysis (1970)A Theoretical Framework for M…A Theoretical Framework for Monetary Analysis (1970)A Theoretical Framework for M…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…La demanda de efectivo en Colombia: una caja negra a la luz de las redes neuronales (2003)La demanda de efectivo en Col…Money, Debt and Prices in the UK 1705-1996 (1999)Money, Debt and Prices in the…Are Business Cycles All Alike? (1984)Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)The long-run relationship between inflation and output in postwar economies (1995)Money and output viewed through a rolling window (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Forecasting in cointegrated systems (1995)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Distributions of error correction tests for cointegration (2002)A Contribution to the Theory of Economic Growth (1956)The Interest-Elasticity of Transactions Demand For Cash (1956)Autoregressive modelling and money-income causality detection (1981)The Monetary Transmission Mechanism: An Empirical Framework (1995)ESG activities and banking performance: International evidence from emerging economies (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Cointegration, exogeneity, and policy analysis: An overview (1992)Some Consequences of Temporal Aggregation in Empirical Analysis (1999)Alternative Approaches to Analyzing Economic Data (2016)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)Quantity Theory of Money (1989)Monetary Theory and Policy, 2nd Edition (2003)Stability of the money demand function in Asian developing countries (2005)The ‘New’ Theory of Optimum Currency Areas (1993)In‡ation Forecast Targeting: Implementing and Monitoring In‡ation Targets (1996)Inflation Targeting: Some Extensions (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)
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References

  • 1988Statistical analysis of cointegration vectors17,038 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
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1970A Theoretical Framework for Monetary Analysis995 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1997The Demand for Money: Theories, Evidence, and Problems366 cited
  • 1989An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz326 cited
  • 1992Testing Long Run Neutrality314 cited
  • 1991Monetary Economics: Theory and Policy.310 cited
  • 1995Efficient inference on cointegration parameters in structural error correction models224 cited
  • 1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited
  • 1970A Theoretical Framework for Monetary Analysis190 cited
  • 1982The Real Interest Rate: A Multi-Country Empirical Study128 cited
  • 1989Demand for Money: Theoretical Studies

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126 cited
  • 1984The Real Interest Rate: A Multi-Country Empirical Study121 cited
  • Cited by

    • 2003La demanda de efectivo en Colombia: una caja negra a la luz de las redes neuronales14 cited
    • 1999Money, Debt and Prices in the UK 1705-199612 cited