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Liquidity Traps and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound?
16 references·3 citing·33 second hop
Liquidity Traps and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound? (2002)Liquidity Traps and the Stability of Mone…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Monetary Theory and Policy (1999)Monetary Theory and PolicyIt's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)It's Baaack: Japan's Slump an…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Discretion versus policy rules in practice (1993)Discretion versus policy rule…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…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…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan (2012)On the comparison of alternat…Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments (2008)Estimating the interest rate …Japanese Demand for M1 and Demand Deposits: Cross-Sectional and Time-Series Evidence from Japan (2004)Japanese Demand for M1 and De…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)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

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1,206 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
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    • 2012On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan15 cited
    • 2008Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments13 cited
    • 2004Japanese Demand for M1 and Demand Deposits: Cross-Sectional and Time-Series Evidence from Japan13 cited