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The Long-Run Stability of European Money Demand
16 references·1 citing·39 second hop
The Long-Run Stability of European Money Demand (2000)The Long-Run Stability of European Money …Long run money demand in the EU: Evidence for area-wide aggregates (1999)Long run money demand in the …Estimating A European Demand For Money (1999)Estimating A European Demand …Money Demand in EU Countries: A Survey (1997)Money Demand in EU Countries:…Diagnostic test for structural change in cointegrated regression models (1996)Diagnostic test for structura…The stability of German money demand: Tests of the cointegration relation (1995)The stability of German money…Parameter Constancy in Cointegrating Regressions (1994)Parameter Constancy in Cointe…Parameter constancy in cointegrating regressions (1993)Parameter constancy in cointe…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…The demand for money (1990)The demand for moneyStatistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Economic and Monetary Integration and the Aggregate Demand for Money in the EMS (1990)Economic and Monetary Integra…Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models (1988)Dynamic Specification, the Lo…Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Optimal Choice of Monetary Po…The Lag in Effect of Monetary Policy (1961)The Lag in Effect of Monetary…Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries (2018)Monetary Integration, Money-D…Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Stability, Asymmetry, and Discontinuity: The Launch of European Monetary Union (1999)Aggregation bias in macro models: does it matter foir the euro area? (2004)Forecasting EMU macroeconomic variables (2004)Statistical analysis of cointegration vectors (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Sample Splitting and Threshold Estimation (2000)Dealing with Structural Breaks (2005)Exploring the international linkages of the euro area: a global VAR analysis (2007)Is Aggregation Necessarily Bad? (1960)Error Correction Mechanisms (1982)Monetary Policy in the Euro Area: Strategy and Decision-Making at the European Central Bank (2001)Is the demand for euro area M3 stable? (2003)Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel (2005)Dynamic Models in Space and Time (2001)Tourism forecasting: accuracy of alternative econometric models (2003)Cointegration and Causality between Tourism and Poverty Reduction (2008)Targets, instruments, and indicators of monetary policy (1976)Behavioral Macroeconomics and Macroeconomic Behavior (2002)The future of monetary aggregates in monetary policy analysis (2003)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Central Banking in Theory and Practice (1998)Asset prices and central bank policy (2000)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)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)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Another look at long-run money demand (2001)The Impact of Treasury Supply on Financial Sector Lending and Stability (2015)
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References

  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1970Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model1,297 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1961The Lag in Effect of Monetary Policy421 cited
  • 1988Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models310 cited
  • 1990The demand for money264 cited
  • 1990Economic and Monetary Integration and the Aggregate Demand for Money in the EMS131 cited
  • 1999Long run money demand in the EU: Evidence for area-wide aggregates95 cited
  • 1994Parameter Constancy in Cointegrating Regressions87 cited
  • 1993Parameter constancy in cointegrating regressions70 cited
  • 1997Money Demand in EU Countries: A Survey68 cited
  • 1999Estimating A European Demand For Money57 cited
  • 1995The stability of German money demand: Tests of the cointegration relation57 cited
  • 1996

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Diagnostic test for structural change in cointegrated regression models
40 cited

Cited by

  • 2018Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries14 cited