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A monetary policy rule: The augmented Monetary Conditions Index for Philippines using UECM and bounds tests
16 references·0 citing·46 second hop
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1996The Channels of Monetary Transmission: Lessons for Monetary Policy716 cited
  • 1988Exchange Rate Variability and the Slowdown in Growth of International Trade653 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1989Estimation of Long Run Coefficients in Error Correction Models377 cited
  • 1991Cointegration: An Introduction to the Literature183 cited
  • 1997Cointegration and Dynamic Simultaneous Equations Model144 cited
  • 2001Asset Prices, Financial Conditions, and the Transmission of Monetary Policy143 cited

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  • 1994Empirical evidence on the strength of the monetary transmission mechanism in Canada139 cited
  • 2005Financial Asset Prices and Monetary Policy: Theory and Evidence124 cited
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