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Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861-1991
16 references·6 citing·26 second hop
Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861-1991 (1999)Adjustment costs and nonlinear dynamics i…The Quarterly Journal of Economics (2024)The Quarterly Journal of Econ…Threshold Cointegration (1997)Threshold CointegrationLikelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Journal of the American Statistical Association (1995)Journal of the American Stati…Dynamic Econometrics (1995)Dynamic EconometricsCo-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Dynamic forces in capitalist development (1991)Dynamic forces in capitalist …Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Monetary Trends in the United States and the United Kingdom (1982)Monetary Trends in the United…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…International journal of finance and economics: A bibliometric overview (2022)International journal of fina…Testing for the stability of money demand in Italy: has the Euro influenced the monetary transmission mechanism? (2011)Testing for the stability of …The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test (2006)The equilibrium relationship …Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 (2003)Nonlinear Equilibrium Correct…Returns and the interest rate: a non-linear relationship in the Bogota´stock market (2002)Returns and the interest rate…Evidence on nonlinear error correction in money demand: the case of Taiwan (2001)Evidence on nonlinear error c…Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)A Theory of Fairness, Competition, and Cooperation (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The Skill Content of Recent Technological Change: An Empirical Exploration (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2024The Quarterly Journal of Economics7,176 cited
  • 1995Journal of the American Statistical Association5,337 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1995Dynamic Econometrics1,199 cited
  • 1997Threshold Cointegration1,042 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1991
Dynamic forces in capitalist development
754 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • Cited by

    • 2003Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-199737 cited
    • 2002Returns and the interest rate: a non-linear relationship in the Bogota´stock market30 cited
    • 2006The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test24 cited
    • 2022International journal of finance and economics: A bibliometric overview22 cited
    • 2001Evidence on nonlinear error correction in money demand: the case of Taiwan17 cited
    • 2011Testing for the stability of money demand in Italy: has the Euro influenced the monetary transmission mechanism?16 cited