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Volatility of money growth and the U.S. velocity puzzle: Some further results
16 references·1 citing·37 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 1982Policy Analysis with Econometric Models681 cited
  • 1982Non-causality due to omitted variables544 cited
  • 2002Vector Autoregressions and Reality414 cited
  • 1987Vector Autoregressions and Reality404 cited
  • 1981Relative Shocks, Relative Price Variability, and Inflation343 cited
  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 1985Lag-Length Selection and Tests of Granger Causality Between Money and Income285 cited
  • 1983Long- and short-term interest rates in a risky world183 cited
  • 1984

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Lessons from the 1979-1982 Monetary Policy Experiment
165 cited

Cited by

  • 1998Energy Consumption, Employment and Causality in Japan : A Multivariate Approach51 cited