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Econometric Specification Analysis — An Application to the Aggregate Demand for Money in the Netherlands
16 references·0 citing·38 second hop
Econometric Specification Analysis — An Application to the Aggregate Demand for Money in the Netherlands (1982)Econometric Specification Analysis — An A…Review of Economic Studies (2010)Review of Economic StudiesSerial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (2000)An Empirical Application and …Macroeconomics and Reality (1980)Macroeconomics and RealityThe Demand for Money and the Term Structure of Interest Rates (1979)The Demand for Money and the …Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Book Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…Seasonal Adjustment and Relations Between Variables (1974)Seasonal Adjustment and Relat…The Monetary Approach to Balance-of-Payments Theory (1972)The Monetary Approach to Bala…The Demand for Money: Theories and Evidence (1972)The Demand for Money: Theorie…Studies in the Quantity Theory of Money (1957)Studies in the Quantity Theor…The Quantity Theory of Money (1952)The Quantity Theory of MoneyOn the Accuracy of Economic Observations. (1951)On the Accuracy of Economic O…Measurement Without Theory (1947)Measurement Without TheoryIncome, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)The X-11 variant of the census method II seasonal adjustment program (1965)The Typical Spectral Shape of an Economic Variable (1966)Ten economic studies in the tradition of Irving Fisher (1967)Measures of Conditional Linear Dependence and Feedback Between Time Series (1984)Dynamic Econometrics (1995)Forecasting Output and Inflation: The Role of Asset Prices (2003)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Rational Distributed Lag Functions (1966)Time Series Analysis, Forecasting and Control. (1971)Production, growth and business cycles (1988)Estimation and Inference of Impulse Responses by Local Projections (2005)THE POWER OF COINTEGRATION TESTS (1992)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tie Series Analysis, Forecasting, and Control (1995)Introductory Econometrics for Finance (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)A Historical Comparison of Resource-Based Theory and Five Schools of Thought Within Industrial Organization Economics: Do We Have a New Theory of the Firm? (1991)Inflation and Welfare (2000)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)New Indexes of Coincident and Leading Economic Indicators (1989)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)The Learning Economy (1994)Competition and Innovation: An Inverted-U Relationship* (2005)
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References

  • 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2010Review of Economic Studies3,079 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1957Studies in the Quantity Theory of Money835 cited
  • 1947Measurement Without Theory805 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England438 cited
  • 1974Seasonal Adjustment and Relations Between Variables414 cited
  • 1951On the Accuracy of Economic Observations.379 cited
  • 1972The Monetary Approach to Balance-of-Payments Theory360 cited
  • 1972The Demand for Money: Theories and Evidence211 cited
  • 1979The Demand for Money and the Term Structure of Interest Rates109 cited
  • 2000An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

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102 cited
  • 1952The Quantity Theory of Money101 cited
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