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Interpreting an error correction model: Partial adjustment, forward‐looking behaviour, and dynamic international money demand
16 references·9 citing·44 second hop
Interpreting an error correction model: Partial adjustment, forward‐looking behaviour, and dynamic international money demand (1990)Interpreting an error correction model: P…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE* (1985)ERROR CORRECTION, PARTIAL ADJ…The `Buffer Stock Notion in Monetary Economics (1984)The `Buffer Stock Notion in M…Tax Evasion and the Demand for Currency in Norway and Sweden. Is There a Hidden Relationship? (1984)Tax Evasion and the Demand fo…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)The Search for a Stable Money…Error Correction Mechanisms (1982)Error Correction MechanismsAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The role of money supply shocks in the short-run demand for money (1981)The role of money supply shoc…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…The Estimation of Partial Adjustment Models with Rational Expectations (1979)The Estimation of Partial Adj…Specification Tests in Econometrics (1978)Specification Tests in Econom…The demand for money in an open economy (1977)The demand for money in an op…Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Rational Expectations, the Re…The Rational Multivariate Flexible Accelerator (1971)The Rational Multivariate Fle…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…The Demand for Money in Asia: Some Further Evidence (2012)The Demand for Money in Asia:…Monetary dynamics, exchange rates and parameter instability: an empirical investigation (2003)Monetary dynamics, exchange r…Inflation-rate volatility and money demand: Evidence from less developed countries (2003)Inflation-rate volatility and…Estimating the LQAC model with I(2) variables (1999)Estimating the LQAC model wit…The appropriate exchange-rate variable in the money demand of 25 countries: an empirical investigation (1998)The appropriate exchange-rate…Regression‐based cointegration estimators with applications (1995)Regression‐based cointegratio…The linear quadratic adjustment cost model and the demand for labour (1994)The linear quadratic adjustme…In search for stability: An empirical appraisal of the demand for money in the G7 and EC countries (1994)In search for stability: An e…International comparisons of money demand (1992)International comparisons of …A Model of the Demand for Money by Firms (1966)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Money demand in the United States: A quantitative review (1988)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Testing superexogeneity and invariance in regression models (1993)Optimal Properties of Exponentially Weighted Forecasts (1960)Economic Forecasts and Policy (1962)Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates (1976)Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (1983)Chapter 9 Dynamic models of labour demand (1986)Testing for structural breaks in cointegrated relationships (1996)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Planning Production, Inventories, and Work Force. (1962)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Dividend Behavior for the Aggregate Stock Market (1987)Interpreting cointegrated models (1988)An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz (1989)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Sectoral Shifts and Cyclical Unemployment (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Dynamic Econometrics (1995)Inflation and Welfare (2000)The Cointegrated VAR Model: Methodology and Applications (2006)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
  • 1985ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE*351 cited
  • 1979The Estimation of Partial Adjustment Models with Rational Expectations267 cited
  • 1982Error Correction Mechanisms247 cited
  • 1984The `Buffer Stock Notion in Monetary Economics235 cited
  • 1971The Rational Multivariate Flexible Accelerator176 cited
  • 1981The role of money supply shocks in the short-run demand for money163 cited
  • 1984Tax Evasion and the Demand for Currency in Norway and Sweden. Is There a Hidden Relationship?

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132 cited
  • 1977The demand for money in an open economy112 cited
  • Cited by

    • 2003Monetary dynamics, exchange rates and parameter instability: an empirical investigation30 cited
    • 2003Inflation-rate volatility and money demand: Evidence from less developed countries30 cited
    • 1994The linear quadratic adjustment cost model and the demand for labour30 cited
    • 1994In search for stability: An empirical appraisal of the demand for money in the G7 and EC countries22 cited
    • 2012The Demand for Money in Asia: Some Further Evidence20 cited
    • 1992International comparisons of money demand19 cited
    • 1995Regression‐based cointegration estimators with applications16 cited
    • 1999Estimating the LQAC model with I(2) variables16 cited
    • 1998The appropriate exchange-rate variable in the money demand of 25 countries: an empirical investigation15 cited