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Money Demand in Four African Countries
10 references·14 citing·37 second hop
Money Demand in Four African Countries (1994)Money Demand in Four African CountriesCo-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Seasonal integration and cointegration (1990)Seasonal integration and coin…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Evaluating participation in African monetary unions: A statistical analysis of the CFA Zones (1987)Evaluating participation in A…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…An error-correction approach to money demand (1987)An error-correction approach …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…On the Time Consistency of Optimal Policy in a Monetary Economy (1978)On the Time Consistency of Op…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Asymmetric effects of exchange rate changes on the demand for money in Africa (2019)Asymmetric effects of exchang…Asymmetric effects of exchange rate changes on the demand for money in China (2016)Asymmetric effects of exchang…Economic Uncertainty, Monetary Uncertainty, and the Demand for Money in Africa (2014)Economic Uncertainty, Monetar…Does regional currency integration ameliorate global macroeconomic shocks in sub-Saharan Africa? The case of the 2008-2009 global financial crisis (2014)Does regional currency integr…The Demand for Money in Nigeria: Evidence from Bounds Testing Approach (2013)The Demand for Money in Niger…Money demand stability: A case study of Nigeria (2013)Money demand stability: A cas…Error-correction based panel estimates of the demand for money of selected Asian countries with the extreme bounds analysis (2012)Error-correction based panel …Structural Adjustment And The Stability Of The Nigerian Money Demand Function (2011)Structural Adjustment And The…Financial reforms and money demand: Evidence from 20 developing countries (2011)Financial reforms and money d…Riding the wave: Monetary responses to aid surges in low-income countries (2008)Riding the wave: Monetary res…Stability of the Nigerian M2 Money Demand Function in the SAP Period (2002)Stability of the Nigerian M2 …Determinants and stability of demand for M2 in Malaysia (2002)Determinants and stability of…A Cointegration Analysis of Broad Money Demand in Cameroon (2001)A Cointegration Analysis of B…The Impact of Banking Crises on Money Demand and Price Stability (1999)The Impact of Banking Crises …Statistical analysis of cointegration vectors (1988)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)The monetary dynamics of hyperinflation (1956)Specification Tests in Econometrics (1978)On the bias in flexible functional forms and an essentially unbiased form (1981)Exchange rate sensitivity of the demand for money in developing countries (1991)A re-examination of the demand for money in small developing economies (1994)Survey of Literature on Demand for Money (1999)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)A Theory of Optimum Currency Areas (1961)Estimation of linear models with crossed-error structure (1974)Patterns of Development. (1976)Adjustment with a Fixed Exchange Rate: Cameroon, Côte d'Ivoire, and Senegal (1987)The New Regionalism and Developing Countries (1993)Economic growth in Africa (1995)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Myopia and Inconsistency in Dynamic Utility Maximization (1973)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)A Guide to Public Sector Debt and Deficits (1985)Servicing the Public Debt: The Role of Expectations* *I have greatly benefited from comments received at Johns Hopkins University, Georgetown University, the Macro Lunch Group of the University of Pennsylvania, MIT, and the Research Department of the International Monetary Fund. I am particularly indebted to Matt Canzoneri, Sara Guerschanik-Calvo, Joseph Harrington, Jr, Elhanan Helpman, Nissan Leviatan, Maury Obstfeld, Assaf Razin, Sweder van Wijnbergen and two anonymous referees. The research on this paper was partly done while I was a visiting scholar at the Research Department of the Internationed Monetary Fund, and it was partially funded by the National Science Foundation. However, any opinions expressed are entirely my own and not those of any of the above institutions. This paper has already been published in the The American Economic Review, 78, 4, September 1988, pp. 647–661. (1989)A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily (2001)Testing for a Unit Root (1993)Dynamic Econometrics (1995)Taking Time Seriously (2008)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 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
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1978On the Time Consistency of Optimal Policy in a Monetary Economy807 cited
  • 1987An error-correction approach to money demand106 cited
  • 1987Evaluating participation in African monetary unions: A statistical analysis of the CFA Zones79 cited

Cited by

  • 2001A Cointegration Analysis of Broad Money Demand in Cameroon52 cited
  • 2002Stability of the Nigerian M2 Money Demand Function in the SAP Period50 cited
  • 2013Money demand stability: A case study of Nigeria48 cited
  • 2008Riding the wave: Monetary responses to aid surges in low-income countries

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39 cited
  • 2014Does regional currency integration ameliorate global macroeconomic shocks in sub-Saharan Africa? The case of the 2008-2009 global financial crisis37 cited
  • 1999The Impact of Banking Crises on Money Demand and Price Stability36 cited
  • 2011Financial reforms and money demand: Evidence from 20 developing countries25 cited
  • 2016Asymmetric effects of exchange rate changes on the demand for money in China20 cited
  • 2002Determinants and stability of demand for M2 in Malaysia19 cited
  • 2013The Demand for Money in Nigeria: Evidence from Bounds Testing Approach18 cited
  • 2012Error-correction based panel estimates of the demand for money of selected Asian countries with the extreme bounds analysis18 cited
  • 2014Economic Uncertainty, Monetary Uncertainty, and the Demand for Money in Africa17 cited
  • 2011Structural Adjustment And The Stability Of The Nigerian Money Demand Function15 cited
  • 2019Asymmetric effects of exchange rate changes on the demand for money in Africa15 cited