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Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
16 references·1 citing·23 second hop
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques (2010)Is Euro Area Money Demand (Still) Stable?…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Interest-Elasticity of Transactions Demand For Cash (1956)The Interest-Elasticity of Tr…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries (2018)Monetary Integration, Money-D…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)
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References

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  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1999

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Numerical distribution functions of likelihood ratio tests for cointegration
2,028 cited
  • 1956The Interest-Elasticity of Transactions Demand For Cash1,489 cited
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    • 2018Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries14 cited