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The Demand for Money: A Dynamic Rational Expectations Model
16 references·16 citing·38 second hopsampled
The Demand for Money: A Dynamic Rational Expectations Model (1987)The Demand for Money: A Dynamic Rational …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)Serial Correlation as a Conve…The `Buffer Stock Notion in Monetary Economics (1984)The `Buffer Stock Notion in M…Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (1983)Nearly Efficient Estimation o…A Rational Expectations Approach to Macroeconometrics (1983)A Rational Expectations Appro…The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)The Search for a Stable Money…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Identification and Estimation of Money Demand (1981)Identification and Estimation…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…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 Case of the Missing Money (1976)The Case of the Missing MoneyEconometric policy evaluation: A critique (1976)Econometric policy evaluation…On the Long-Run and Short-Run Demand for Money (1966)On the Long-Run and Short-Run…Optimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…The Interest-Elasticity of Transactions Demand For Cash (1956)The Interest-Elasticity of Tr…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…Monetary Economics: Policy and its Theoretical Basis (2009)Monetary Economics: Policy an…A Dynamic Model of Money, Credit, and Consumption: A Joint Model for the UK Household Sector (2005)A Dynamic Model of Money, Cre…Cash management behavior of firms and its structural change in an emerging money market (2004)Cash management behavior of f…Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 (2003)Nonlinear Equilibrium Correct…Consumption, money and lending: a joint model for the UK household sector (2001)Consumption, money and lendin…The representative household's demand for money in a cointegrated VAR model (2000)The representative household'…Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861-1991 (1999)Adjustment costs and nonlinea…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…Money demand and inflation in Yugoslavia 1980–1989 (1993)Money demand and inflation in…TESTING SUPEREXOGENEITY: THE DEMAND FOR BROAD MONEY IN THE UK (1992)TESTING SUPEREXOGENEITY: THE …BUFFER STOCK MONEY AND THE COMPANY SECTOR 1 (1992)BUFFER STOCK MONEY AND THE CO…Money demand, expectations, and the forward-looking model (1990)Money demand, expectations, a…Modeling money demand in large industrial countries: Buffer stock and error correction approaches (1990)Modeling money demand in larg…ALTERNATIVE MODELS OF BUFFER STOCK MONEY: AN EMPIRICAL INVESTIGATION (1988)ALTERNATIVE MODELS OF BUFFER …From the general to the specific: The demand for M2 in three European countries (1986)From the general to the speci…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)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Rational Expectations and the Theory of Price Movements (1961)Planning Production, Inventories, and Work Force. 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(2005)Presidential Address: Discount Rates (2011)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)The Structure of Scientific Revolutions (1963)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)T IME -S ERIES –C ROSS -S ECTION D ATA : What Have We Learned in the Past Few Years? (2001)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Monetary Theory and Policy, 2nd Edition (2003)Dynamic Econometrics (1995)Inflation and Welfare (2000)The Cointegrated VAR Model: Methodology and Applications (2006)A Theoretical Framework for Monetary Analysis (1970)BANKING PANICS AND BUSINESS CYCLES * (1988)Monetary Theory and Policy (1999)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1956The Interest-Elasticity of Transactions Demand For Cash1,489 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 1976The Case of the Missing Money567 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
  • 1983A Rational Expectations Approach to Macroeconometrics399 cited
  • 1981Identification and Estimation of Money Demand268 cited
  • 1979The Estimation of Partial Adjustment Models with Rational Expectations267 cited
  • 1984The `Buffer Stock Notion in Monetary Economics235 cited
  • 1966On the Long-Run and Short-Run Demand for Money

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233 cited
  • 1983Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments208 cited
  • Cited by

    • 1990Money demand, expectations, and the forward-looking model51 cited
    • 2009Monetary Economics: Policy and its Theoretical Basis49 cited
    • 1999Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861-199145 cited
    • 1993Money demand and inflation in Yugoslavia 1980–198938 cited
    • 2003Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-199737 cited
    • 2001Consumption, money and lending: a joint model for the UK household sector35 cited
    • 2005A Dynamic Model of Money, Credit, and Consumption: A Joint Model for the UK Household Sector31 cited
    • 1994The linear quadratic adjustment cost model and the demand for labour30 cited
    • 1990Modeling money demand in large industrial countries: Buffer stock and error correction approaches25 cited
    • 2004Cash management behavior of firms and its structural change in an emerging money market25 cited
    • 1994In search for stability: An empirical appraisal of the demand for money in the G7 and EC countries22 cited
    • 2000The representative household's demand for money in a cointegrated VAR model22 cited
    • 1988ALTERNATIVE MODELS OF BUFFER STOCK MONEY: AN EMPIRICAL INVESTIGATION22 cited
    • 1986From the general to the specific: The demand for M2 in three European countries21 cited
    • 1992BUFFER STOCK MONEY AND THE COMPANY SECTOR 120 cited
    • 1992TESTING SUPEREXOGENEITY: THE DEMAND FOR BROAD MONEY IN THE UK19 cited