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A monetary vector error correction model of the Euro area and implications for monetary policy
15 references·10 citing·38 second hop
A monetary vector error correction model of the Euro area and implications for monetary policy (2004)A monetary vector error correction model …The monetary transmission mechanism in the euro area: more evidence from VAR analysis (2001)The monetary transmission mec…Money demand in Euroland (2001)Money demand in EurolandASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS (2000)ASYMPTOTIC EFFICIENCY OF THE …Weak exogeneity in I(2) VAR systems (1999)Weak exogeneity in I(2) VAR s…Trend stationarity in the I(2) cointegration model (1999)Trend stationarity in the I(2…Monetary Theory and Policy (1999)Monetary Theory and PolicyEstimating A European Demand For Money (1999)Estimating A European Demand …Structural relations, cointegration and identification: some simple results and their application (1998)Structural relations, cointeg…An Econometric Analysis of I(2) Variables (1998)An Econometric Analysis of I(…Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions (1992)Testing for a Unit Root in a …The demand for money (1990)The demand for moneyTesting for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Estimation for Autoregressive Processes with Unit Roots (1979)Estimation for Autoregressive…Types of bank loans and their impact on economic development: a case study of the Czech republic (2017)Types of bank loans and their…Is euro area money demand for M3 still stable? 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(2008)DOES MONEY MATTER FOR INFLATI…Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models (2006)Investigating M3 Money Demand…A Contribution to the Theory of Economic Growth (1956)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Inflation targeting as a monetary policy rule (1999)Term structure evidence on interest rate smoothing and monetary policy inertia (2002)A Unified Framework for Monetary Theory and Policy Analysis (2005)Time Series Analysis: Forecasting and Control (1977)Properties of Predictors for Autoregressive Time Series (1981)A Causal Analysis of Defense Spending and Economic Growth (1991)Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An I(2) analysis of inflation and the markup (2001)Robustifying forecasts from equilibrium-correction systems (2005)Testing hypotheses in an model with piecewise linear trends. 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 2001The monetary transmission mechanism in the euro area: more evidence from VAR analysis365 cited
  • 1992Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions346 cited
  • 1990The demand for money264 cited
  • 1998An Econometric Analysis of I(2) Variables135 cited
  • 1999Trend stationarity in the I(2) cointegration model126 cited
  • 1979Estimation for Autoregressive Processes with Unit Roots101 cited
  • 1998Structural relations, cointegration and identification: some simple results and their application91 cited
  • 1999Weak exogeneity in I(2) VAR systems59 cited
  • 2001Money demand in Euroland58 cited
  • 1999Estimating A European Demand For Money57 cited
  • 2000ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS40 cited

Cited by

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  • 2008Money velocity and asset prices in the euro area31 cited
  • 2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA?29 cited
  • 2010Estimation of the equilibrium exchange rate: The CHEER approach29 cited
  • 2013Money and inflation: Consequences of the recent monetary policy24 cited
  • 2010M3 money demand and excess liquidity in the euro area23 cited
  • 2011Stability of Demand for Money in India: Evidence from Monetary and Liquidity Aggregates17 cited
  • 2010Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques15 cited
  • 2017Types of bank loans and their impact on economic development: a case study of the Czech republic14 cited
  • 2006Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models13 cited
  • 2016Is euro area money demand for M3 still stable?12 cited