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Money Demand in Europe: Evidence from the Past
15 references·0 citing·43 second hopsampled
Money Demand in Europe: Evidence from the Past (2003)Money Demand in Europe: Evidence from the…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…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…A REVIEW OF SYSTEMS COINTEGRATION TESTS (2001)A REVIEW OF SYSTEMS COINTEGRA…Testing for the cointegrating rank of a VAR process with a time trend (2000)Testing for the cointegrating…Long run money demand in the EU: Evidence for area-wide aggregates (1999)Long run money demand in the …Empirical modeling of money demand (1998)Empirical modeling of money d…A Review of systemscointegration tests (1998)A Review of systemscointegrat…The Stability of European Money Demand: An Investigation of M3H (1997)The Stability of European Mon…Testing cointegration in infinite order vector autoregressive processes (1997)Testing cointegration in infi…EU-wide money and cross-border holdings (1996)EU-wide money and cross-borde…The myth of a stable European money demand (1994)The myth of a stable European…Economic and Monetary Integration and the Aggregate Demand for Money in the EMS (1990)Economic and Monetary Integra…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Residual-based tests for cointegration in models with regime shifts (1996)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Survey of Literature on Demand for Money (1999)Inflation, Money Demand, and Purchasing Power Parity in South Africa (2001)Testing linearity in cointegrating smooth transition regressions (2004)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)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries (2005)Energy consumption and income in G-7 countries (2006)Exploring the relationship between urbanization and energy consumption in China using ARDL (autoregressive distributed lag) and FDM (factor decomposition model) (2009)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)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Is Aggregation Necessarily Bad? (1960)Error Correction Mechanisms (1982)Monetary Policy in the Euro Area: Strategy and Decision-Making at the European Central Bank (2001)Is the demand for euro area M3 stable? (2003)Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel (2005)The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (2009)Gold as an inflation hedge in a time-varying coefficient framework (2012)Regime switching model of US crude oil and stock market prices: 1859 to 2013 (2015)Stability, Asymmetry, and Discontinuity: The Launch of European Monetary Union (1999)Aggregation bias in macro models: does it matter foir the euro area? (2004)Forecasting EMU macroeconomic variables (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 2001The demand for M3 in the euro area251 cited
  • 2005European Integration and the Demand for Broad Money202 cited
  • 1998Empirical modeling of money demand131 cited
  • 1990Economic and Monetary Integration and the Aggregate Demand for Money in the EMS131 cited
  • 1997Testing cointegration in infinite order vector autoregressive processes113 cited
  • 2001A REVIEW OF SYSTEMS COINTEGRATION TESTS110 cited
  • 1999Long run money demand in the EU: Evidence for area-wide aggregates95 cited
  • 2000Testing for the cointegrating rank of a VAR process with a time trend92 cited
  • 1994The myth of a stable European money demand41 cited
  • 1997The Stability of European Money Demand: An Investigation of M3H28 cited
  • 1998A Review of systemscointegration tests23 cited
  • 1996EU-wide money and cross-border holdings21 cited

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