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LIQUIDITY AS A LATENT VARIABLE – AN APPLICATION OF THE MIMIC MODEL
13 references·5 citing·38 second hop
LIQUIDITY AS A LATENT VARIABLE – AN APPLICATION OF THE MIMIC MODEL (1984)LIQUIDITY AS A LATENT VARIABLE – AN APPLI…Which Road Leads to Stable Money Demand? (1997)Which Road Leads to Stable Mo…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …The Substitutability of Money and Near-Monies: A Survey of the Time-Series Evidence (1977)The Substitutability of Money…THE DEMAND FOR MONEY IN THE UNITED KINGDOM: 1963–1973 (1976)THE DEMAND FOR MONEY IN THE U…Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable (1975)Estimation of a Model with Mu…Factor Analysis as a Statistical Method. (1972)Factor Analysis as a Statisti…The Definition of Money: Theoretical and Empirical Problems (1969)The Definition of Money: Theo…On Measuring the Nearness of the Near-Moneys (1969)On Measuring the Nearness of …Pitfalls in Financial Model-Building (1968)Pitfalls in Financial Model-B…Critical Essays in Monetary Theory. (1968)Critical Essays in Monetary T…Trade Unions and Wage Inflation in the United Kingdom 1893-1961 (1964)Trade Unions and Wage Inflati…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…THE STATISTICAL CONCEPTION OF MENTAL FACTORS (1937)THE STATISTICAL CONCEPTION OF…Women's Empowerment in Agriculture and Household‐Level Health in Northern Ghana: A Capability Approach (2017)Women's Empowerment in Agricu…The Health Effects of Women Empowerment: Recent Evidence from Northern Ghana (2015)The Health Effects of Women E…Home Grown or Imported? Initial Conditions, External Anchors and the Determinants of Institutional Reform in the Transition Economies (2007)Home Grown or Imported? Initi…The informal sector: baby or bath water? A comment (1996)The informal sector: baby or …AN ECONOMETRIC MODEL OF UNITED KINGDOM BUILDING SOCIETIES* (1984)AN ECONOMETRIC MODEL OF UNITE…Economics and Information Theory (1967)Exact and superlative index numbers (1976)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Introduction to measurement with theory (2010)The Liquidity Premium of Near-Money Assets* (2016)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Estimating long-run relationships from dynamic heterogeneous panels (1995)The Shadow Economy (2003)Does globalisation affect the shadow economy? 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The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Computing and evaluating factor scores. 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References

  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1975Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable1,598 cited
  • 1972Factor Analysis as a Statistical Method.1,471 cited
  • 1968Pitfalls in Financial Model-Building1,042 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1937THE STATISTICAL CONCEPTION OF MENTAL FACTORS478 cited
  • 1964Trade Unions and Wage Inflation in the United Kingdom 1893-1961171 cited
  • 1976THE DEMAND FOR MONEY IN THE UNITED KINGDOM: 1963–1973129 cited
  • 1969On Measuring the Nearness of the Near-Moneys100 cited
  • 1977The Substitutability of Money and Near-Monies: A Survey of the Time-Series Evidence75 cited
  • 1968Critical Essays in Monetary Theory.75 cited
  • 1969The Definition of Money: Theoretical and Empirical Problems60 cited
  • 1997Which Road Leads to Stable Money Demand?60 cited

Cited by

  • 1996The informal sector: baby or bath water? A comment98 cited
  • 2007Home Grown or Imported? Initial Conditions, External Anchors and the Determinants of Institutional Reform in the Transition Economies

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90 cited
  • 1984AN ECONOMETRIC MODEL OF UNITED KINGDOM BUILDING SOCIETIES*80 cited
  • 2015The Health Effects of Women Empowerment: Recent Evidence from Northern Ghana31 cited
  • 2017Women's Empowerment in Agriculture and Household‐Level Health in Northern Ghana: A Capability Approach29 cited