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Non‐linear error correction and the UK demand for broad money, 1878–1993
5 references·14 citing·49 second hop
Non‐linear error correction and the UK demand for broad money, 1878–1993 (2001)Non‐linear error correction and the UK de…The Demand for Broad Money in the United Kingdom, 1878–1993 (1998)The Demand for Broad Money in…Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Testing for parameter instability in linear models (1992)Testing for parameter instabi…An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz (1989)An Econometric Analysis of UK…Econometric Analysis for National Economic Planning (1971)Econometric Analysis for Nati…Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL (2018)Asymmetric impacts of foreign…Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity (2013)Money demand in the euro area…Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability (2012)Euro area money demand and in…Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective* (2011)Money‐output Causality Revisi…Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (2009)Testing Linearity in Cointegr…DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (2008)DETECTION OF FUNCTIONAL FORM …Money demand function estimation by nonlinear cointegration (2007)Money demand function estimat…Local polynomial fitting and spatial price relationships: price transmission in EU pork markets (2006)Local polynomial fitting and …Economic policies and demand for money: evidence from Canada (2006)Economic policies and demand …Chapter 8 Forecasting economic variables with nonlinear models (2006)Chapter 8 Forecasting economi…Forecasting economic variables with nonlinear models (2005)Forecasting economic variable…Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 (2003)Nonlinear Equilibrium Correct…Interest Free and Interest-Bearing Money Demand: Policy Invariance and Stability (2002)Interest Free and Interest-Be…Evidence on nonlinear error correction in money demand: the case of Taiwan (2001)Evidence on nonlinear error c…Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Comparing Predictive Accuracy (1994)Chapter 6 Forecasting with VARMA Models (2006)Chapter 9 Approximate Nonlinear Forecasting Methods (2006)Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster (2020)Time Series Analysis, Forecasting, and Control (1995)Chapter 46 Non-cooperative games with many players (2002)Non-Cooperative Games with Many Players (2002)Large newsvendor games (2006)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Some tests for parameter constancy in cointegrated VAR‐models (1999)Information Technology and the U.S. Productivity Revival: What Do the Industry Data Say? 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this work references cited by second hop

References

  • 1992Testing for parameter instability in linear models768 cited
  • 1971Econometric Analysis for National Economic Planning608 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 1989An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz326 cited
  • 1998The Demand for Broad Money in the United Kingdom, 1878–1993104 cited

Cited by

  • 2006Chapter 8 Forecasting economic variables with nonlinear models123 cited
  • 2006Local polynomial fitting and spatial price relationships: price transmission in EU pork markets97 cited
  • 2005Forecasting economic variables with nonlinear models96 cited
  • 2007Money demand function estimation by nonlinear cointegration61 cited
  • 2009Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity55 cited
  • 2003Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-199737 cited
  • 2008DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS34 cited
  • 2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity34 cited
  • 2012Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability

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30 cited
  • 2002Interest Free and Interest-Bearing Money Demand: Policy Invariance and Stability23 cited
  • 2018Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL19 cited
  • 2006Economic policies and demand for money: evidence from Canada19 cited
  • 2011Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective*17 cited
  • 2001Evidence on nonlinear error correction in money demand: the case of Taiwan17 cited