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The demand for money: Total transactions as the scale variable
13 references·0 citing·26 second hop
The demand for money: Total transactions as the scale variable (1997)The demand for money: Total transactions …The demand for money and non-GDP transactions (1995)The demand for money and non-…The Central Bank and the Financial System (1995)The Central Bank and the Fina…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…An Explanation for the Recent Behavior of Income and Transaction Velocities in the United Kingdom (1992)An Explanation for the Recent…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…FINANCIAL INNOVATION AND THE DEMAND FOR £M3 IN THE UK 1975–86 (1991)FINANCIAL INNOVATION AND THE …Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Reinterpreting money demand regressions (1985)Reinterpreting money demand r…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Precautionary Demand for Narrow and Broad Money (1980)The Precautionary Demand for …Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)I.—The Mathematical Theory of Banking (1888)STERLING BANK LENDING TO UK INDUSTRIAL AND COMMERICAL COMPANIES (1985)The Determinants of Commercial Banks’ Lending Behavior: Some Evidence for Greece (1998)A VECTOR ERROR CORRECTION AND NONNESTED MODELLING OF MONEY DEMAND FUNCTION IN NIGERIA (2000)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)Demand for Money: Theoretical Studies (1989)Economic Reforms and Long-Run Money Demand in China: Implications for Monetary Policy (1994)Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia (2004)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for Error Correction in Panel Data* (2007)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Bounds testing approaches to the analysis of level relationships (2001)On the estimation and inference of a cointegrated regression in panel data (2004)Bank bailouts: moral hazard vs. value effect (2003)Competition and stability: what's special about banking? (2003)Interbank Contagion at Work: Evidence from a Natural Experiment (2010)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 1995The Central Bank and the Financial System206 cited
  • 1985Reinterpreting money demand regressions88 cited
  • 1980The Precautionary Demand for Narrow and Broad Money50 cited
  • 1991FINANCIAL INNOVATION AND THE DEMAND FOR £M3 IN THE UK 1975–8639 cited
  • 1995The demand for money and non-GDP transactions17 cited
  • 1992An Explanation for the Recent Behavior of Income and Transaction Velocities in the United Kingdom14 cited

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