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Monetary accommodation in transition economies: econometric evidence from Yugoslavia's high inflation in the 1980s
16 references·2 citing·31 second hop
Monetary accommodation in transition economies: econometric evidence from Yugoslavia's high inflation in the 1980s (2000)Monetary accommodation in transition econ…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…World development report 1996 : from plan to market (1996)World development report 1996…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Russia's Struggle with Stabilization: Conceptual Issues and Evidence (1994)Russia's Struggle with Stabil…Identification of the long-run and the short-run structure an application to the ISLM model (1994)Identification of the long-ru…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Testing for parameter instability in linear models (1992)Testing for parameter instabi…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Empirical Analysis of High-Inflation Episodes in Argentina, Brazil, and Israel (1989)Empirical Analysis of High-In…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…The General Theory of Labor-Managed Market Economies. (1972)The General Theory of Labor-M…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…IMF and economic growth: The effects of programs, loans, and compliance with conditionality (2006)IMF and economic growth: The …High Inflation, Hyperinflation and Explosive Roots. The Case of Yugoslavia. (2002)High Inflation, Hyperinflatio…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)Explaining Cointegration Analysis: Part II (2001)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A PANIC Attack on Unit Roots and Cointegration (2004)Realized Variance and Market Microstructure Noise (2006)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Output Fluctuations in the United States: What Has Changed Since the Early 1980's? (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)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)Book Review: Time Series Analysis: Forecasting and Control (1977)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Dynamic Econometrics (1995)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)
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References

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  • 2010Critical Values for Cointegration Tests2,587 cited
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  • 1989Empirical Analysis of High-Inflation Episodes in Argentina, Brazil, and Israel103 cited
  • 1957Studies in the Quantity Theory of Money.100 cited
  • 1994

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Russia's Struggle with Stabilization: Conceptual Issues and Evidence
65 cited

Cited by

  • 2006IMF and economic growth: The effects of programs, loans, and compliance with conditionality515 cited
  • 2002High Inflation, Hyperinflation and Explosive Roots. The Case of Yugoslavia.10 cited