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HOUSEHOLD‐SECTOR MONEY DEMAND FOR THE UK
16 references·1 citing·35 second hop
HOUSEHOLD‐SECTOR MONEY DEMAND FOR THE UK (2010)HOUSEHOLD‐SECTOR MONEY DEMAND FOR THE UKThe Barnett Critique After Three Decades: A New Keynesian Analysis (2012)The Barnett Critique After Th…The future of monetary aggregates in monetary policy analysis (2003)The future of monetary aggreg…Direct effects of base money on aggregate demand: theory and evidence (2002)Direct effects of base money …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Inflation and Welfare (2000)Inflation and WelfareMeasurement Matters: Recent Results from Monetary Economics Reexamined (1996)Measurement Matters: Recent R…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…Money and the Stock Market (1988)Money and the Stock MarketThe economic theory of index numbers: a survey (1981)The economic theory of index …Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The user cost of money (1978)The user cost of moneyThe demand for money in an open economy (1977)The demand for money in an op…On a Correct Measure of Inflation (1973)On a Correct Measure of Infla…Money growth and inflation in the Euro Area, UK, and USA: measurement issues and recent results (2024)Money growth and inflation in…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)The Rate of Interest (1907)The purchasing power of money (1911)Macroeconomic variables and the Malaysian equity market (2003)Macro variables and international stock return predictability (2004)Liquidity Shocks and Asset Price Boom/Bust Cycles (2007)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)Optimal fiscal and monetary policy in an economy without capital (1983)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2004)A Unified Framework for Monetary Theory and Policy Analysis (2005)Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation (2015)The New Divisia Monetary Aggregates (2000)The Theory of Monetary Aggregation (2000)Money and capital (2011)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Productivity Levels in Germany, Japan, and the United States: Differences and Causes (1993)Differences in Relative Prices and International Differences in Growth Rates (1994)One market, one number? A composite indicator assessment of EU internal market dynamics (2006)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2000Inflation and Welfare797 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1978The user cost of money373 cited
  • 1981The economic theory of index numbers: a survey314 cited
  • 1988Money and the Stock Market294 cited
  • 2003The future of monetary aggregates in monetary policy analysis292 cited
  • 1973On a Correct Measure of Inflation251 cited
  • 2002Direct effects of base money on aggregate demand: theory and evidence220 cited
  • 1996Measurement Matters: Recent Results from Monetary Economics Reexamined179 cited
  • 2012The Barnett Critique After Three Decades: A New Keynesian Analysis131 cited

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  • 1977The demand for money in an open economy112 cited
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    • 2024Money growth and inflation in the Euro Area, UK, and USA: measurement issues and recent results14 cited