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Cointegration, real exchange rate and modelling the demand for broad money in Japan
16 references·4 citing·32 second hop
Cointegration, real exchange rate and modelling the demand for broad money in Japan (1993)Cointegration, real exchange rate and mod…Bank of Japan monetary and economic studies (1996)Bank of Japan monetary and ec…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…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…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…MONETARY ECONOMIC MYTH AND ECONOMETRIC REALITY (1985)MONETARY ECONOMIC MYTH AND EC…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Demand for money in open economies (1981)Demand for money in open econ…The direct estimation of the equilibrium response in a linear dynamic model (1979)The direct estimation of the …The Demand for Money Revisited (1973)The Demand for Money RevisitedA General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…The Demand for Money in Asia: Some Further Evidence (2012)The Demand for Money in Asia:…Stability of Money Demand in an Emerging Market Economy: An Error Correction and ARDL Model for Indonesia (2010)Stability of Money Demand in …ISLAMIC BANKING AND MONEY DEMAND FUNCTION IN MALAYSIA An Econometric Analysis (2006)ISLAMIC BANKING AND MONEY DEM…The appropriate exchange-rate variable in the money demand of 25 countries: an empirical investigation (1998)The appropriate exchange-rate…Statistical analysis of cointegration vectors (1988)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)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Dealing with Structural Breaks (2005)Testing for Error Correction in Panel Data* (2007)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Bounds testing approaches to the analysis of level relationships (2001)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1973The Demand for Money Revisited712 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1979The direct estimation of the equilibrium response in a linear dynamic model409 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
  • 1981Demand for money in open economies318 cited
  • 1985

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MONETARY ECONOMIC MYTH AND ECONOMETRIC REALITY
171 cited
  • 1996Bank of Japan monetary and economic studies138 cited
  • Cited by

    • 2010Stability of Money Demand in an Emerging Market Economy: An Error Correction and ARDL Model for Indonesia28 cited
    • 2006ISLAMIC BANKING AND MONEY DEMAND FUNCTION IN MALAYSIA An Econometric Analysis24 cited
    • 2012The Demand for Money in Asia: Some Further Evidence20 cited
    • 1998The appropriate exchange-rate variable in the money demand of 25 countries: an empirical investigation15 cited