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Stock Market Downswing and the Stability of European Monetary Union Money Demand
10 references·16 citing·44 second hop
Stock Market Downswing and the Stability of European Monetary Union Money Demand (2006)Stock Market Downswing and the Stability …A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model (2002)A Small Sample Correction for…The demand for M3 in the euro area (2001)The demand for M3 in the euro…Stock prices and money velocity: a multi-country analysis (2001)Stock prices and money veloci…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution (1999)Efficient Tests for a Unit Ro…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Money and the Stock Market (1988)Money and the Stock MarketMoney and Housing: Evidence for the Euro Area and the Us (2016)Money and Housing: Evidence f…Unconventional monetary policy and money demand (2015)Unconventional monetary polic…Money demand and the role of monetary indicators in forecasting euro area inflation (2014)Money demand and the role of …Money demand in the euro area: new insights from disaggregated data (2012)Money demand in the euro area…Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability (2012)Euro area money demand and in…Heterogeneity in money holdings across euro area countries: The role of housing (2011)Heterogeneity in money holdin…ECONOMIC UNCERTAINTY, MONETARY UNCERTAINTY AND THE DEMAND FOR MONEY IN AUSTRALIA (2011)ECONOMIC UNCERTAINTY, MONETAR…The (in)stability of money demand in the euro area: lessons from a cross-country analysis (2010)The (in)stability of money de…Enhancing monetary analysis (2010)Enhancing monetary analysisMONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES (2009)MONEY DEMAND STABILITY AND IN…Monetary Economics in Globalised Financial Markets (2009)Monetary Economics in Globali…Investigating M3 money demand in the euro area (2009)Investigating M3 money demand…Money velocity and asset prices in the euro area (2008)Money velocity and asset pric…DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? 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this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model367 cited
  • 1988Money and the Stock Market294 cited
  • 2001The demand for M3 in the euro area251 cited
  • 1999Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution246 cited
  • 2001Stock prices and money velocity: a multi-country analysis116 cited

Cited by

  • 2007Assessing excess liquidity in the euro area: the role of sectoral distribution of money314 cited
  • 2009Monetary Economics in Globalised Financial Markets79 cited
  • 2006Tests for Cointegration Breakdown Over a Short Time Period76 cited
  • 2009Investigating M3 money demand in the euro area72 cited
  • 2010

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Enhancing monetary analysis
62 cited
  • 2016Money and Housing: Evidence for the Euro Area and the Us59 cited
  • 2009MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES48 cited
  • 2014Money demand and the role of monetary indicators in forecasting euro area inflation42 cited
  • 2010The (in)stability of money demand in the euro area: lessons from a cross-country analysis38 cited
  • 2008Money velocity and asset prices in the euro area31 cited
  • 2012Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability30 cited
  • 2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA?29 cited
  • 2011ECONOMIC UNCERTAINTY, MONETARY UNCERTAINTY AND THE DEMAND FOR MONEY IN AUSTRALIA28 cited
  • 2011Heterogeneity in money holdings across euro area countries: The role of housing27 cited
  • 2012Money demand in the euro area: new insights from disaggregated data25 cited
  • 2015Unconventional monetary policy and money demand25 cited