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A re-examination of the demand for money in small developing economies
16 references·16 citing·25 second hopsampled
A re-examination of the demand for money in small developing economies (1994)A re-examination of the demand for money …Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Pakistan Economic and Social Review (2008)Pakistan Economic and Social …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)Serial Correlation as a Conve…Southern Economic Journal (1993)Southern Economic JournalLong-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…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…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…The Demand for Money Revisited (1973)The Demand for Money RevisitedFinancial Innovations and Money Velocity in Uganda (2016)Financial Innovations and Mon…Nonstationarity and nonlinearity in inflation rate: Some further evidence (2012)Nonstationarity and nonlinear…Nonlinearity and stationarity of inflation rates: evidence from the euro-zone countries (2011)Nonlinearity and stationarity…Stability of Money Demand in an Emerging Market Economy: An Error Correction and ARDL Model for Indonesia (2010)Stability of Money Demand in …Three Attempts at Inflation Forecasting in Pakistan (2005)Three Attempts at Inflation F…Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India (2005)Portfolio Behaviour in a Flow…Inflation and Structural Change in 50 Developing Countries (2005)Inflation and Structural Chan…The transactions demand for money in the presence of currency substitution: evidence from Vietnam (2004)The transactions demand for m…On the stability of demand for money in a developing economy (2003)On the stability of demand fo…Structural breaks, cointegration, and speed of adjustment Evidence from 12 LDCs money demand (1999)Structural breaks, cointegrat…Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure (1999)Modelling inflation and the d…Financial liberalization and money demand in the ASEAN countries (1999)Financial liberalization and …Demand for M2 in an Emerging-Market Economy (1999)Demand for M2 in an Emerging-…Demand for money in Sri Lanka during the post-1977 period: a cointegration and error correction analysis (1998)Demand for money in Sri Lanka…Financial Liberalization and Money Demand in Asean Countries (1997)Financial Liberalization and …Modelling money demand in the United Arab Emirates (1996)Modelling money demand in the…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)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)Testing for a Unit Root in Time Series Regression (1988)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)Time Series Analysis: Forecasting and Control (1977)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Macroeconomics and Reality (1980)Introductory Econometrics for Finance (2008)Time Series Analysis, Forecasting and Control. (1971)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for a Unit Root (1993)Dynamic Econometrics (1995)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 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
  • 1990Seasonal integration and cointegration1,475 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1973The Demand for Money Revisited712 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2008Pakistan Economic and Social Review534 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

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430 cited
  • 1993Southern Economic Journal397 cited
  • Cited by

    • 1997Financial Liberalization and Money Demand in Asean Countries62 cited
    • 1999Structural breaks, cointegration, and speed of adjustment Evidence from 12 LDCs money demand46 cited
    • 2003On the stability of demand for money in a developing economy42 cited
    • 1999Demand for M2 in an Emerging-Market Economy42 cited
    • 1998Demand for money in Sri Lanka during the post-1977 period: a cointegration and error correction analysis38 cited
    • 2005Three Attempts at Inflation Forecasting in Pakistan35 cited
    • 2012Nonstationarity and nonlinearity in inflation rate: Some further evidence31 cited
    • 1999Financial liberalization and money demand in the ASEAN countries31 cited
    • 2016Financial Innovations and Money Velocity in Uganda30 cited
    • 2010Stability of Money Demand in an Emerging Market Economy: An Error Correction and ARDL Model for Indonesia28 cited
    • 2011Nonlinearity and stationarity of inflation rates: evidence from the euro-zone countries23 cited
    • 2005Inflation and Structural Change in 50 Developing Countries23 cited
    • 2004The transactions demand for money in the presence of currency substitution: evidence from Vietnam20 cited
    • 1999Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure19 cited
    • 2005Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India18 cited
    • 1996Modelling money demand in the United Arab Emirates15 cited