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Currency substitution and monetary autonomy: the foreign demand for US demand deposits
11 references·4 citing·48 second hop
Currency substitution and monetary autonomy: the foreign demand for US demand deposits (1990)Currency substitution and monetary autono…Merging short-and long-run forecasts (1989)Merging short-and long-run fo…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Currency substitution under finance constraints (1987)Currency substitution under f…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA* (1986)AN APPLICATION OF THE GRANGER…Portfolio Theory and Currency Substitution (1985)Portfolio Theory and Currency…Currency substitution, capital mobility and money demand (1983)Currency substitution, capita…Theory and Implications of Currency Substitution (1981)Theory and Implications of Cu…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Theory and Implications of Currency Substitution (1976)Theory and Implications of Cu…Testing for Fourth Order Autocorrelation in Quarterly Regression Equations (1972)Testing for Fourth Order Auto…Exchange rate volatility and demand for money in less developed countries (2011)Exchange rate volatility and …A cross-country panel analysis of currency substitution and trade (2000)A cross-country panel analysi…Variation in the real exchange rate as a source of currency substitution (1994)Variation in the real exchang…Evaluating the Empirical Evidence for Currency Substitution: A Case Study of the Demand for Sterling in Europe (1994)Evaluating the Empirical Evid…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Inference in Linear Time Series Models with some Unit Roots (1990)Cointegration versus least squares regression (2001)Tourism forecasting: To combine or not to combine? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1981Theory and Implications of Currency Substitution265 cited
  • 1989Merging short-and long-run forecasts235 cited
  • 1986AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA*232 cited
  • 1983Currency substitution, capital mobility and money demand194 cited
  • 1972Testing for Fourth Order Autocorrelation in Quarterly Regression Equations175 cited
  • 1985Portfolio Theory and Currency Substitution128 cited
  • 1976Theory and Implications of Currency Substitution46 cited
  • 1987Currency substitution under finance constraints26 cited

Cited by

  • 2000A cross-country panel analysis of currency substitution and trade36 cited
  • 1994Evaluating the Empirical Evidence for Currency Substitution: A Case Study of the Demand for Sterling in Europe35 cited
  • 1994Variation in the real exchange rate as a source of currency substitution19 cited
  • 2011

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Exchange rate volatility and demand for money in less developed countries
14 cited