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Testing for the stability of money demand in Italy: has the Euro influenced the monetary transmission mechanism?
16 references·2 citing·35 second hop
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1992Recursive Estimation in Cointegrated VAR-Models267 cited
  • 2004A money demand system for euro area M3191 cited
  • 1992Cointegration tests of a long-run relation between money demand and the effective exchange rate153 cited
  • 1990Exchange rate sensitivity of demand for money and effectiveness of fiscal and monetary policies125 cited
  • 1996The demand for money in Japan: Evidence from cointegration analysis82 cited
  • 2002Stability of M2 money demand function in industrial countries79 cited
  • 1999Wealth and the demand for money in the European Union58 cited
  • 1990COINTEGRATION, FINANCIAL INNOVATION AND MODELLING THE DEMAND FOR MONEY IN ITALY*55 cited
  • 1998Exchange rate sensitivity of the demand for money in Spain47 cited
  • 1999Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861-1991

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45 cited
  • 1999Changing monetary transmission mechanisms within the EU38 cited
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    • 2018Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries14 cited
    • 2013Modelling long-run money demand: a panel data analysis on nine developed economies13 cited