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On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
8 references·1 citing·33 second hop
On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries (2008)On the Long-Run Monetary Neutrality: Evid…4 Two Illustrations of the Quantity Theory of Money (2012)4 Two Illustrations of the Qu…Long-run monetary neutrality and the unit-root hypothesis: further international evidence (2003)Long-run monetary neutrality …Long-run neutrality, high inflation, and bank insolvencies in Argentina and Brazil (2000)Long-run neutrality, high inf…International Evidence on the Neutrality of Money (1998)International Evidence on the…LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK (1993)LONG-RUN NEUTRALITY AND SUPER…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The long-run impact of inflation in South Africa (2013)The long-run impact of inflat…Unanticipated Money, Output, and the Price Level in the United States (1978)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Chapter 46 Unit roots, structural breaks and trends (1994)Long-horizon regressions: theoretical results and applications (2003)Monetary Theory and Policy, 2nd Edition (2003)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Finance and Growth: Schumpeter Might Be Right (1993)Does money matter in Africa? (2014)Financial development, income inequality, and the redistributive effects of monetary policy (2017)Expectations and the neutrality of money (1972)Generalized impulse response analysis in linear multivariate models (1998)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)The Scientific Illusion in Empirical Macroeconomics (1991)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Price Stability and Central Bank Independence: Discipline, Credibility, and Democratic Institutions (2014)On One Direction of Development of the Mesoeconomics (2019)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Monetary Policy in the Euro Area: Strategy and Decision-Making at the European Central Bank (2001)Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions (2014)
this work references cited by second hop

References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 20124 Two Illustrations of the Quantity Theory of Money479 cited
  • 1993LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK298 cited
  • 1998International Evidence on the Neutrality of Money89 cited
  • 2000Long-run neutrality, high inflation, and bank insolvencies in Argentina and Brazil55 cited
  • 2003Long-run monetary neutrality and the unit-root hypothesis: further international evidence26 cited

Cited by

  • 2013The long-run impact of inflation in South Africa13 cited

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