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Money Demand in Japan and Nonlinear Cointegration
12 references·9 citing·45 second hop
Money Demand in Japan and Nonlinear Cointegration (2006)Money Demand in Japan and Nonlinear Coint…Monetary factors and inflation in Japan (2008)Monetary factors and inflatio…Money demand function estimation by nonlinear cointegration (2007)Money demand function estimat…The Deflation Bias and Committing to Being Irresponsible (2006)The Deflation Bias and Commit…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Zero Bound on Interest Ra…Zero bound on nominal interest rates and optimal monetary policy (2001)Zero bound on nominal interes…Another look at long-run money demand (2001)Another look at long-run mone…Efficient Monetary Policy Design near Price Stability (2000)Efficient Monetary Policy Des…Monetary Policy Rules (1999)Monetary Policy RulesIt's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)It's Baaack: Japan's Slump an…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Long-run Income and Interest Elasticities of Money Demand in the United States (1989)Long-run Income and Interest …A granular investigation on the stability of money demand (2024)A granular investigation on t…Does digital finance change the stability of money demand function? Evidence from China (2023)Does digital finance change t…Japan’s monetary policy: a literature review and empirical assessment (2021)Japan’s monetary policy: a li…Money-financed fiscal stimulus: The effects of implementation lag (2019)Money-financed fiscal stimulu…Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL (2018)Asymmetric impacts of foreign…Demand for M2 at the Zero Lower Bound: The Recent U.S. Experience (2014)Demand for M2 at the Zero Low…On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan (2012)On the comparison of alternat…Testing for the stability of money demand in Italy: has the Euro influenced the monetary transmission mechanism? (2011)Testing for the stability of …Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments (2008)Estimating the interest rate …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. 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(2012)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Effects of model specification on tests for unit roots in macroeconomic data (1987)A Survey of Some Recent Econometric Methods (1989)The demand for money in developing countries: Assessing the role of financial innovation (1995)The stability of long-run money demand in five industrial countries (1995)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Money and capital (2011)The Chicago Plan Revisited (2012)Banks are Not Intermediaries of Loanable Funds – And Why This Matters (2015)
this work references cited by second hop

References

  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2003The Zero Bound on Interest Rates and Optimal Monetary Policy854 cited
  • 2001Another look at long-run money demand224 cited
  • 2000Efficient Monetary Policy Design near Price Stability197 cited
  • 2006The Deflation Bias and Committing to Being Irresponsible185 cited
  • 1989Long-run Income and Interest Elasticities of Money Demand in the United States159 cited
  • 2007Money demand function estimation by nonlinear cointegration61 cited
  • 2001Zero bound on nominal interest rates and optimal monetary policy54 cited
  • 2008Monetary factors and inflation in Japan39 cited

Cited by

  • 2019Money-financed fiscal stimulus: The effects of implementation lag23 cited
  • 2018Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL19 cited
  • 2023Does digital finance change the stability of money demand function? Evidence from China

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16 cited
  • 2011Testing for the stability of money demand in Italy: has the Euro influenced the monetary transmission mechanism?16 cited
  • 2012On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan15 cited
  • 2024A granular investigation on the stability of money demand14 cited
  • 2008Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments13 cited
  • 2021Japan’s monetary policy: a literature review and empirical assessment9 cited
  • 2014Demand for M2 at the Zero Lower Bound: The Recent U.S. Experience8 cited