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Money, inflation and output in Romania, 1992–2000
16 references·10 citing·35 second hop
Money, inflation and output in Romania, 1992–2000 (2006)Money, inflation and output in Romania, 1…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…The Economics of Post-Communist Transition (1998)The Economics of Post-Communi…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Nonstationary time series analysis and cointegration (1996)Nonstationary time series ana…Nonstationary Time Series Analysis and Cointegration (1994)Nonstationary Time Series Ana…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Seasonality, non-stationarity and the forecasting of monthly time series (1991)Seasonality, non-stationarity…Seasonal integration and cointegration (1990)Seasonal integration and coin…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Seasonality and habit persistence in a life cycle model of consumption (1988)Seasonality and habit persist…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…On the Asymmetric Effects of Exchange Rate Changes on the Demand for Money: Evidence from Emerging Economies (2019)On the Asymmetric Effects of …Oil price–inflation pass-through in Romania during the inflation targeting regime (2016)Oil price–inflation pass-thro…Macroeconomic Determinants of Economic Growth in India: A Time series Analysis (2014)Macroeconomic Determinants of…Budget Deficit, Money Growth and Inflation: Empirical Evidence from Vietnam (2014)Budget Deficit, Money Growth …An econometric analysis of money demand function in Sudan, 1960 to 2010 (2011)An econometric analysis of mo…Wealth Effects and Russian Money Demand (2010)Wealth Effects and Russian Mo…International financial integration in Asian bond markets (2008)International financial integ…Estimating Money Demand Function in Cambodia: ARDL Approach (2008)Estimating Money Demand Funct…Money Demand and Inflation in Dollarized Economies (2005)Money Demand and Inflation in…Modeling Inflation in Georgia (2003)Modeling Inflation in GeorgiaCo-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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Comparison of Unit-Root Test Criteria (1994)Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Capital control liberalization and stock market development (1998)Time Series Analysis: Forecasting and Control (1977)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Dynamic Econometrics (1995)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)Migration unemployment and development: a two-sector analysis. (1970)Equilibrium Unemployment as a Worker Discipline Device (1986)Large Shareholders and Corporate Control (1986)When Does Privatization Work? The Impact of Private Ownership on Corporate Performance in the Transition Economies (1999)Transition Economies: Performance and Challenges (2002)Beyond Varieties of Capitalism (2007)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Stock prices and exchange rate dynamics (2005)Economic growth and energy consumption revisited — Evidence from linear and nonlinear Granger causality (2008)Energy consumption and economic growth: New insights into the cointegration relationship (2011)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)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)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Diagnostic Expectations and Credit Cycles (2017)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 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
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1957Studies in the Quantity Theory of Money.825 cited
  • 1998The Economics of Post-Communist Transition704 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited
  • 1994Nonstationary Time Series Analysis and Cointegration284 cited
  • 1991Seasonality, non-stationarity and the forecasting of monthly time series232 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems215 cited
  • 1988Seasonality and habit persistence in a life cycle model of consumption205 cited
  • 1996Nonstationary time series analysis and cointegration185 cited

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  • 1984Testing for Unit Roots in Seasonal Time Series185 cited
  • Cited by

    • 2008International financial integration in Asian bond markets55 cited
    • 2008Estimating Money Demand Function in Cambodia: ARDL Approach24 cited
    • 2011An econometric analysis of money demand function in Sudan, 1960 to 201023 cited
    • 2019On the Asymmetric Effects of Exchange Rate Changes on the Demand for Money: Evidence from Emerging Economies20 cited
    • 2014Macroeconomic Determinants of Economic Growth in India: A Time series Analysis18 cited
    • 2003Modeling Inflation in Georgia17 cited
    • 2014Budget Deficit, Money Growth and Inflation: Empirical Evidence from Vietnam16 cited
    • 2016Oil price–inflation pass-through in Romania during the inflation targeting regime15 cited
    • 2005Money Demand and Inflation in Dollarized Economies14 cited
    • 2010Wealth Effects and Russian Money Demand14 cited