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Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries
15 references·2 citing·34 second hop
Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (2007)Money demand function versus monetary int…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Money demand function: a heterogeneous panel application (2004)Money demand function: a hete…Long-run money demand revisited: evidence from a non-linear approach (2004)Long-run money demand revisit…Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…On the power of panel cointegration tests: a Monte Carlo comparison (2003)On the power of panel cointeg…Monetary Union Among Member Countries of the Gulf Cooperation Council (2003)Monetary Union Among Member C…On a Common Currency for the GCC Countries (2002)On a Common Currency for the …Likelihood‐based cointegration tests in heterogeneous panels (2001)Likelihood‐based cointegratio…A Survey of Recent Empirical Money Demand Studies (2000)A Survey of Recent Empirical …Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration (1999)International R&D Spillovers:…International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration (1999)International R&D Spillovers:…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Money demand under a fixed exchange rate regime: the case of Saudi Arabia (2022)Money demand under a fixed ex…Financial progress and the stability of long‐run money demand: Implications for the conduct of monetary policy in emerging economies (2009)Financial progress and the st…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Welfare Costs of Inflation and the Circulation of U.S. Currency Abroad (2011)Welfare Costs of Inflation and the Circulation of US Currency Abroad (2011)Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes (2015)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)Innovation and Growth in the Global Economy. (1993)Do Spillovers Matter When Estimating Private Returns to R&D? (2012)Consumption-based carbon emissions and trade nexus: Evidence from nine oil exporting countries (2020)Carbon neutrality target for G7 economies: Examining the role of environmental policy, green innovation and composite risk index (2021)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Oil prices and real exchange rates (2006)Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels (2016)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Econometric Analysis of Cross Section and Panel Data (2001)Generalized impulse response analysis in linear multivariate models (1998)Bounds testing approaches to the analysis of level relationships (2001)How does energy poverty affect economic development? A panel data analysis of South Asian countries (2020)Green finance, fintech, and environmental sustainability: fresh policy insights from the BRICS nations (2023)
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References

  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 2001Likelihood‐based cointegration tests in heterogeneous panels580 cited
  • 1999International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration309 cited
  • 1999International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration253 cited
  • 2000A Survey of Recent Empirical Money Demand Studies194 cited
  • 2003On the power of panel cointegration tests: a Monte Carlo comparison169 cited
  • 2004Money demand function: a heterogeneous panel application59 cited
  • 2002On a Common Currency for the GCC Countries55 cited
  • 2003Monetary Union Among Member Countries of the Gulf Cooperation Council54 cited

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2004
Long-run money demand revisited: evidence from a non-linear approach
29 cited

Cited by

  • 2009Financial progress and the stability of long‐run money demand: Implications for the conduct of monetary policy in emerging economies22 cited
  • 2022Money demand under a fixed exchange rate regime: the case of Saudi Arabia15 cited