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Demand for money in Sri Lanka during the post-1977 period: a cointegration and error correction analysis
16 references·10 citing·32 second hop
Demand for money in Sri Lanka during the post-1977 period: a cointegration and error correction analysis (1998)Demand for money in Sri Lanka during the …Macroeconomic policies, crises, and growth in Sri Lanka, 1969-90 (1994)Macroeconomic policies, crise…LONG-RUN ELASTICITIES OF THE DEMAND FOR MONEY IN KOREA: EVIDENCE FROM COINTEGRATION ANALYSIS (1994)LONG-RUN ELASTICITIES OF THE …Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…Exchange rates, trade liberalization and aid: The Sri Lankan experience (1992)Exchange rates, trade liberal…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …The Demand for Money in the United States: Evidence from Cointegration Tests (1991)The Demand for Money in the U…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…An error-correction approach to money demand (1987)An error-correction approach …PRACTITIONERS' CORNER: Professor Hendry's Econometric Methodology (1986)PRACTITIONERS' CORNER: Profes…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Demand for money in open economies (1981)Demand for money in open econ…Monetary Shocks and the Dynamics of Inflation (Les chocs monetaires et la dynamique de l'inflation) (Los "choques" monetarios y la dinamica de la inflacion) (1980)Monetary Shocks and the Dynam…Large versus Small Price Changes and the Demand for Imports (Demande d'importation et modification forte ou faible des prix) (Grandes y pequenas variaciones de precios y la demanda de importacion) (1976)Large versus Small Price Chan…Investigating the Relationship between Trade Balance and the Exchange Rate: The Case of Laos’ Trade with Thailand (2018)Investigating the Relationshi…Short- and long-run relationships between natural gas consumption and economic growth: Evidence from Pakistan (2014)Short- and long-run relations…The Demand for Money in Asia: Some Further Evidence (2012)The Demand for Money in Asia:…An econometric analysis of money demand function in Sudan, 1960 to 2010 (2011)An econometric analysis of mo…Estimating Money Demand Function in Cambodia: ARDL Approach (2008)Estimating Money Demand Funct…The Exchange Rates and Monetary Dynamics in Pakistan: An Autoregressive Distributed Lag (ARDL) Approach (2005)The Exchange Rates and Moneta…Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India (2005)Portfolio Behaviour in a Flow…The transactions demand for money in the presence of currency substitution: evidence from Vietnam (2004)The transactions demand for m…Monetary dynamics, exchange rates and parameter instability: an empirical investigation (2003)Monetary dynamics, exchange r…The demand for money in korea: Evidence from the cointegration test (2002)The demand for money in korea…Criticism and the Growth of Knowledge (1970)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Integrating GIS and spatial data analysis: problems and possibilities (1992)Dynamic Models in Space and Time (2001)Forecasting and operational research: a review (2008)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Pitfalls in Financial Model-Building (1968)The Demand for Money Revisited (1973)Chapter 8 The demand for money (1990)Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model (2002)Stability of the money demand function in Asian developing countries (2005)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)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)Money and growth: An alternative approach (1994)The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk (1994)European Integration and the Demand for Broad Money (2005)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Estimating long-run relationships from dynamic heterogeneous panels (1995)The behavior of real exchange rates during the post-Bretton Woods period (1998)Tourism expansion and economic development: The case of Taiwan (2005)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 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
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1986PRACTITIONERS' CORNER: Professor Hendry's Econometric Methodology327 cited
  • 1981Demand for money in open economies318 cited
  • 1991The Demand for Money in the United States: Evidence from Cointegration Tests286 cited
  • 1976Large versus Small Price Changes and the Demand for Imports (Demande d'importation et modification forte ou faible des prix) (Grandes y pequenas variaciones de precios y la demanda de importacion)149 cited
  • 1987An error-correction approach to money demand106 cited
  • 1994LONG-RUN ELASTICITIES OF THE DEMAND FOR MONEY IN KOREA: EVIDENCE FROM COINTEGRATION ANALYSIS74 cited
  • 1992Exchange rates, trade liberalization and aid: The Sri Lankan experience

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73 cited
  • 1980Monetary Shocks and the Dynamics of Inflation (Les chocs monetaires et la dynamique de l'inflation) (Los "choques" monetarios y la dinamica de la inflacion)71 cited
  • 1994Macroeconomic policies, crises, and growth in Sri Lanka, 1969-9067 cited
  • Cited by

    • 2014Short- and long-run relationships between natural gas consumption and economic growth: Evidence from Pakistan100 cited
    • 2003Monetary dynamics, exchange rates and parameter instability: an empirical investigation30 cited
    • 2008Estimating Money Demand Function in Cambodia: ARDL Approach24 cited
    • 2011An econometric analysis of money demand function in Sudan, 1960 to 201023 cited
    • 2005The Exchange Rates and Monetary Dynamics in Pakistan: An Autoregressive Distributed Lag (ARDL) Approach20 cited
    • 2012The Demand for Money in Asia: Some Further Evidence20 cited
    • 2004The transactions demand for money in the presence of currency substitution: evidence from Vietnam20 cited
    • 2005Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India18 cited
    • 2002The demand for money in korea: Evidence from the cointegration test16 cited
    • 2018Investigating the Relationship between Trade Balance and the Exchange Rate: The Case of Laos’ Trade with Thailand14 cited