SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Is the Demand for Euro Area M3 Stable?
16 references·11 citing·41 second hop
Is the Demand for Euro Area M3 Stable? (2004)Is the Demand for Euro Area M3 Stable?European Integration and the Demand for Broad Money (2005)European Integration and the …The demand for M3 in the euro area (2001)The demand for M3 in the euro…Euro Area Money Demand Measuring the Opportunity Costs Appropriately (2001)Euro Area Money Demand Measur…Constructing Historical Euro‐zone Data (2001)Constructing Historical Euro‐…A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS (2000)A BARTLETT CORRECTION FACTOR …Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Long run money demand in the EU: Evidence for area-wide aggregates (1999)Long run money demand in the …Cointegration rank inference with stationary regressors in VAR models (1999)Cointegration rank inference …Structural relations, cointegration and identification: some simple results and their application (1998)Structural relations, cointeg…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions (1995)Finite Sample Performance of …Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Economic and Monetary Integration and the Aggregate Demand for Money in the EMS (1990)Economic and Monetary Integra…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …Currency Substitution and Instability in the World Dollar Standard: Comment (1983)Currency Substitution and Ins…Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries (2018)Monetary Integration, Money-D…Money demand in the euro area: new insights from disaggregated data (2012)Money demand in the euro area…Long-run money demand in OECD countries: what role do common factors play? (2012)Long-run money demand in OECD…Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability (2012)Euro area money demand and in…Wealth Effects and Russian Money Demand (2010)Wealth Effects and Russian Mo…DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? (2008)DOES MONEY MATTER FOR INFLATI…The Sectoral Distribution of Money Supply in the Euro Area (2007)The Sectoral Distribution of …Does a "two-pillar Phillips curve" justify a two-pillar monetary policy strategy? (2007)Does a "two-pillar Phillips c…A small scale macroeconometric model for the Euro-12 area (2006)A small scale macroeconometri…Money demand and inflation in Belarus: Evidence from cointegrated VAR (2005)Money demand and inflation in…Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate (2005)Does the Euro follow the Germ…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Electricity consumption and economic growth: Evidence from Turkey (2005)Super Cycles of Commodity Prices Since the Mid-Nineteenth Century (2013)Testing for a Unit Root in Time Series Regression (1988)La modélisation Var "structurel" : application à la politique monétaire en France (1999)Monetary Policy in the Euro Area (2001)Competition Among Financial Intermediaries and the Risk of Contagious Failures (2011)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Dynamic Econometrics (1995)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Financial systems and the role of banks in monetary policy transmission in the euro area (2003)A money demand system for euro area M3 (2004)The Econometrics of Macroeconomic Modelling (2005)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Sample Splitting and Threshold Estimation (2000)Dealing with Structural Breaks (2005)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Cointegration in partial systems and the efficiency of single-equation analysis (1992)Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Inference in Cointegrating Models: UK M1 Revisited (1998)The differential effects of oil demand and supply shocks on the global economy (2014)Fair weather or foul? The macroeconomic effects of El Niño (2017)Currency substitution, capital mobility and money demand (1983)Monetary and Exchange Rate Policies for International Financial Stability: A Proposal (1988)The Rules of the Game: International Money in Historical Perspective (2016)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Is the international propagation of financial shocks non-linear? (2002)Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries (2007)Are REITs real estate? Evidence from international sector level data (2012)Exploring the international linkages of the euro area: a global VAR analysis (2007)Modelling Nonlinear Economic Time Series (2010)CO2 emissions, output, energy consumption, and trade in Tunisia (2014)
this work references cited by second hop

References

  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 2001The demand for M3 in the euro area251 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems241 cited
  • 2005European Integration and the Demand for Broad Money202 cited
  • 1995Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions200 cited
  • 1983Currency Substitution and Instability in the World Dollar Standard: Comment191 cited
  • 2000A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS172 cited
  • 2001Constructing Historical Euro‐zone Data158 cited
  • 1990Economic and Monetary Integration and the Aggregate Demand for Money in the EMS131 cited
  • 1999Cointegration rank inference with stationary regressors in VAR models105 cited
  • 1999Long run money demand in the EU: Evidence for area-wide aggregates95 cited
  • 1998Structural relations, cointegration and identification: some simple results and their application

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

91 cited
  • 2001Euro Area Money Demand Measuring the Opportunity Costs Appropriately88 cited
  • Cited by

    • 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
    • 2007The Sectoral Distribution of Money Supply in the Euro Area27 cited
    • 2012Money demand in the euro area: new insights from disaggregated data25 cited
    • 2007Does a "two-pillar Phillips curve" justify a two-pillar monetary policy strategy?25 cited
    • 2005Money demand and inflation in Belarus: Evidence from cointegrated VAR19 cited
    • 2006A small scale macroeconometric model for the Euro-12 area17 cited
    • 2018Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries14 cited
    • 2005Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate14 cited
    • 2010Wealth Effects and Russian Money Demand14 cited
    • 2012Long-run money demand in OECD countries: what role do common factors play?13 cited