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Money demand and inflation in Belarus: Evidence from cointegrated VAR
15 references·1 citing·40 second hop
Money demand and inflation in Belarus: Evidence from cointegrated VAR (2005)Money demand and inflation in Belarus: Ev…Is the Demand for Euro Area M3 Stable? (2004)Is the Demand for Euro Area M…Is the demand for euro area M3 stable? (2003)Is the demand for euro area M…Inflation, Money Demand, and Purchasing Power Parity in South Africa (2001)Inflation, Money Demand, and …A Cointegration Analysis of Broad Money Demand in Cameroon (2001)A Cointegration Analysis of B…Stability of the Demand for Money in an Unstable Country: Russia (2000)Stability of the Demand for M…3 Determinants of Inflation in the Islamic Republic of Iran—A Macroeconomic Analysis (2000)3 Determinants of Inflation i…Survey of Literature on Demand for Money (1999)Survey of Literature on Deman…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Demand for M2 in an Emerging-Market Economy (1999)Demand for M2 in an Emerging-…Another visit to the Cagan model of money demand: the latest Russian experience (1998)Another visit to the Cagan mo…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Nonstationary and Level Shifts With An Application To Purchasing Power Parity (1991)Nonstationary and Level Shift…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …Wealth Effects and Russian Money Demand (2010)Wealth Effects and Russian Mo…Liquidity Preference as Behavior Towards Risk (1958)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Financial Liberalization, Money Demand, and Inflation in Uganda (2001)Demand For Money: Implications for The Conduct of Monetary Policy in Kenya (2012)Money demand stability: A case study of Nigeria (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Exploring the international linkages of the euro area: a global VAR analysis (2007)Modelling Nonlinear Economic Time Series (2010)CO2 emissions, output, energy consumption, and trade in Tunisia (2014)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)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Testing for a unit root in variables with a double change in the mean (1998)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Fighting inflation in a dollarized economy: The case of Vietnam (2006)Inflation Dynamics And Food Prices In An Agricultural Economy: The Case Of Ethiopia (2009)Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies (2009)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Investigating M3 money demand in the euro area (2009)Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns (2011)The European Central Bank's Monetary Policy during Its First 20 Years (2018)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Money demand function: a heterogeneous panel application (2004)Financial Innovation and Money Demand: Evidence from Sub‐Saharan Africa (2018)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Random walk versus breaking trend in stock prices: Evidence from emerging markets (2003)Energy consumption and GDP revisited: A panel analysis of developed and developing countries (2007)Oil price shocks and stock market returns: Evidence for some European countries (2013)
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References

  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity189 cited
  • 2003Is the demand for euro area M3 stable?112 cited
  • 1999Survey of Literature on Demand for Money94 cited
  • 2001Inflation, Money Demand, and Purchasing Power Parity in South Africa83 cited
  • 2001A Cointegration Analysis of Broad Money Demand in Cameroon52 cited
  • 20003 Determinants of Inflation in the Islamic Republic of Iran—A Macroeconomic Analysis42 cited
  • 2000Stability of the Demand for Money in an Unstable Country: Russia42 cited
  • 1999Demand for M2 in an Emerging-Market Economy42 cited
  • 1998Another visit to the Cagan model of money demand: the latest Russian experience41 cited
  • 2004Is the Demand for Euro Area M3 Stable?37 cited

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  • 2010Wealth Effects and Russian Money Demand14 cited