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The stability of long-run money demand in five industrial countries
16 references·16 citing·32 second hopsampled
The stability of long-run money demand in five industrial countries (1995)The stability of long-run money demand in…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)"Rational" Expectations, the …The Demand for Money Revisited (1973)The Demand for Money RevisitedStudies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…Studies in the Quantity Theory of Money (1957)Studies in the Quantity Theor…REDUNDANCY OR MISMEASUREMENT? A REAPPRAISAL OF MONEY (2013)REDUNDANCY OR MISMEASUREMENT?…The Case for a Financial Approach to Money Demand (2010)The Case for a Financial Appr…TESTS FOR NONLINEAR COINTEGRATION (2009)TESTS FOR NONLINEAR COINTEGRA…Dynamic General Equilibrium Modeling (2009)Dynamic General Equilibrium M…Testing linearity in cointegrating smooth transition regressions (2004)Testing linearity in cointegr…Recent developments in understanding the demand for money (2004)Recent developments in unders…A Money Demand Function with Output Uncertainty, Monetary Uncertainty, and Financial Innovations (2003)A Money Demand Function with …Stability of M2 money demand function in industrial countries (2002)Stability of M2 money demand …Model mis-specification and Johansen's co-integration analysis: an application to the US money demand (2002)Model mis-specification and J…A vector error-correction forecasting model of the US economy (2002)A vector error-correction for…How stable is M2 money demand function in Japan? (2001)How stable is M2 money demand…The Monetary Transmission Mechanism (2000)The Monetary Transmission Mec…Identification, Long-Run Relations, and Fundamental Innovations in a Simple Cointegrated System (1999)Identification, Long-Run Rela…Chapter 6 Indeterminacy and sunspots in macroeconomics (1999)Chapter 6 Indeterminacy and s…TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS (1998)TESTS FOR STRUCTURAL CHANGE I…Assessing forecast performance in a cointegrated system (1996)Assessing forecast performanc…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)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)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)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)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing for Error Correction in Panel Data* (2007)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1975"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule2,172 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 1957Studies in the Quantity Theory of Money.825 cited
  • 1957Studies in the Quantity Theory of Money812 cited
  • 1973The Demand for Money Revisited712 cited
  • 1992

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Money, Income, Prices and Interest Rates
660 cited
  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence405 cited
  • Cited by

    • 1999Chapter 6 Indeterminacy and sunspots in macroeconomics314 cited
    • 1998TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS146 cited
    • 1996Assessing forecast performance in a cointegrated system137 cited
    • 2000The Monetary Transmission Mechanism131 cited
    • 2009Dynamic General Equilibrium Modeling124 cited
    • 2004Testing linearity in cointegrating smooth transition regressions116 cited
    • 2004Recent developments in understanding the demand for money101 cited
    • 2003A Money Demand Function with Output Uncertainty, Monetary Uncertainty, and Financial Innovations101 cited
    • 2013REDUNDANCY OR MISMEASUREMENT? A REAPPRAISAL OF MONEY92 cited
    • 2009TESTS FOR NONLINEAR COINTEGRATION91 cited
    • 2001How stable is M2 money demand function in Japan?90 cited
    • 2002A vector error-correction forecasting model of the US economy85 cited
    • 2010The Case for a Financial Approach to Money Demand84 cited
    • 2002Stability of M2 money demand function in industrial countries79 cited
    • 2002Model mis-specification and Johansen's co-integration analysis: an application to the US money demand68 cited
    • 1999Identification, Long-Run Relations, and Fundamental Innovations in a Simple Cointegrated System54 cited