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Long-run money demand revisited: evidence from a non-linear approach
16 references·3 citing·31 second hop
Long-run money demand revisited: evidence from a non-linear approach (2004)Long-run money demand revisited: evidence…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Threshold Cointegration (1997)Threshold CointegrationImpulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Economics of Money, Banking and Financial Markets (1986)The Economics of Money, Banki…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)"Rational" Expectations, the …A Model of the Demand for Money by Firms (1966)A Model of the Demand for Mon…Studies in the Quantity Theory of Money (1957)Studies in the Quantity Theor…Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL (2018)Asymmetric impacts of foreign…Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (2007)Money demand function versus …Nominal exchange-rate prediction: evidence from a nonlinear approach (2001)Nominal exchange-rate predict…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Some International Evidence on Output-Inflation Tradeoffs. (1973)Macroeconomics and Reality (1980)Staggered prices in a utility-maximizing framework (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Predictability of Stock Returns: Robustness and Economic Significance (1995)Toward a Comparative Institutional Analysis (2002)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
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References

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  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
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  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1986The Economics of Money, Banking and Financial Markets2,292 cited
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1992
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
890 cited
  • 1957Studies in the Quantity Theory of Money812 cited
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    • 2007Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries23 cited
    • 2018Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL19 cited
    • 2001Nominal exchange-rate prediction: evidence from a nonlinear approach19 cited