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Regime changes and econometric modeling of the demand for money in Korea
16 references·0 citing·36 second hop
Regime changes and econometric modeling of the demand for money in Korea (2003)Regime changes and econometric modeling o…The Demand for Money: Theories, Evidence, and Problems (1997)The Demand for Money: Theorie…The Lucas Critique in Practice: Theory Without Measurement (1995)The Lucas Critique in Practic…Testing superexogeneity and invariance in regression models (1993)Testing superexogeneity and i…The Demand for M1 in the U.S.A., 1960-1988 (1992)The Demand for M1 in the U.S.…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…Testing the lucas critique: A review (1992)Testing the lucas critique: A…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…THE ENCOMPASSING IMPLICATIONS OF FEEDBACK VERSUS FEEDFORWARD MECHANISMS IN ECONOMETRICS * (1988)THE ENCOMPASSING IMPLICATIONS…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE* (1985)ERROR CORRECTION, PARTIAL ADJ…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…The Case of the Missing Money (1976)The Case of the Missing MoneyEconometric policy evaluation: A critique (1976)Econometric policy evaluation…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Forecasting in cointegrated systems (1995)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Distributions of error correction tests for cointegration (2002)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (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)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)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Quantity Theory of Money (1989)Monetary Theory and Policy, 2nd Edition (2003)Stability of the money demand function in Asian developing countries (2005)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for an unstable root in conditional and structural error correction models (1994)Explaining Cointegration Analysis: Part II (2001)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
  • 1976The Case of the Missing Money567 cited
  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1997The Demand for Money: Theories, Evidence, and Problems366 cited
  • 1985ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE*351 cited
  • 1993Testing superexogeneity and invariance in regression models346 cited
  • 1992The Demand for M1 in the U.S.A., 1960-1988320 cited
  • 1981Identification and Estimation of Money Demand268 cited
  • 1988THE ENCOMPASSING IMPLICATIONS OF FEEDBACK VERSUS FEEDFORWARD MECHANISMS IN ECONOMETRICS *226 cited
  • 1992Testing the lucas critique: A review

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220 cited
  • 1995The Lucas Critique in Practice: Theory Without Measurement145 cited
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