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Aggregate vs Disaggregate Data Analysis - a Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy
16 references·0 citing·34 second hop
Aggregate vs Disaggregate Data Analysis - a Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy (2005)Aggregate vs Disaggregate Data Analysis -…Contemporaneous aggregation of linear dynamic models in large economies (2003)Contemporaneous aggregation o…Bayes estimation of short-run coefficients in dynamic panel data models (1999)Bayes estimation of short-run…Aggregation and the Microfoundations of Dynamic Macroeconomics (1997)Aggregation and the Microfoun…The Sustainability of Budget Deficits in a Stochastic Economy (1995)The Sustainability of Budget …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Chapter 8 The demand for money (1990)Chapter 8 The demand for moneyLong memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…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…Specification Tests in Econometrics (1978)Specification Tests in Econom…Transcendental Logarithmic Utility Functions (1975)Transcendental Logarithmic Ut…The Demand for Money Revisited (1973)The Demand for Money RevisitedTime Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Is Aggregation Necessarily Bad? (1960)Is Aggregation Necessarily Ba…The Dynamics of Supply: Estimation of Farmers' Response to Price (1959)The Dynamics of Supply: Estim…Linear Aggregation of Economic Relations. (1956)Linear Aggregation of Economi…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)A long memory property of stock market returns and a new model (1993)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Asset Prices in an Exchange Economy (1978)Optimal fiscal and monetary policy in an economy without capital (1983)The equity premium: A puzzle (1985)Government budget deficits and trade deficits Are present value constraints satisfied in long-term data? (1995)Fiscal Sustainability: The Unpleasant European Case (2005)International evidence on fiscal solvency: Is fiscal policy “responsible”? (2008)An Almost Ideal Demand System (1980)The analysis of household surveys (1997)Well-being : the foundations of hedonic psychology (1999)The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Determinants of U.S. direct investment in the E.E.C. (1983)Heterogeneity and Aggregation (2005)Hierarchical forecasts for Australian domestic tourism (2008)Testing for unit roots in heterogeneous panels (2003)Some recent development in a concept of causality (1988)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 1975Transcendental Logarithmic Utility Functions1,004 cited
  • 1973The Demand for Money Revisited712 cited
  • 1995The Sustainability of Budget Deficits in a Stochastic Economy459 cited
  • 1960Is Aggregation Necessarily Bad?424 cited
  • 1956Linear Aggregation of Economic Relations.344 cited
  • 1997Aggregation and the Microfoundations of Dynamic Macroeconomics227 cited
  • 1999Bayes estimation of short-run coefficients in dynamic panel data models220 cited
  • 1959The Dynamics of Supply: Estimation of Farmers' Response to Price201 cited
  • 2003Contemporaneous aggregation of linear dynamic models in large economies189 cited

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  • 1990Chapter 8 The demand for money182 cited
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