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Financial innovation and regional money
16 references·1 citing·41 second hop
Financial innovation and regional money (2011)Financial innovation and regional moneyFinancial Innovation and the Transactions Demand for Cash (2009)Financial Innovation and the …Technological change and the households’ demand for currency (2008)Technological change and the …On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…On the power of panel cointegration tests: a Monte Carlo comparison (2003)On the power of panel cointeg…The Demand for Money, Financial Innovation, and the Welfare Cost of Inflation: An Analysis with Household Data (2002)The Demand for Money, Financi…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…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Bank of Japan monetary and economic studies (1996)Bank of Japan monetary and ec…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Critical Essays in Monetary Theory (1969)Critical Essays in Monetary T…Critical Essays in Monetary Theory (1968)Critical Essays in Monetary T…The Interest-Elasticity of Transactions Demand For Cash (1956)The Interest-Elasticity of Tr…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…Symmetric and Asymmetric Effects of Financial Innovation and FDI on Exchange Rate Volatility: Evidence from South Asian Countries (2021)Symmetric and Asymmetric Effe…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Analysis of Panel Data (2003)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)The influence of real output, renewable and non-renewable energy, trade and financial development on carbon emissions in the top renewable energy countries (2016)Determinants of the ecological footprint: Role of renewable energy, natural resources, and urbanization (2019)Econometric Analysis of Panel Data (2021)The Demand for Money: The Evidence from the Time Series (1963)Money demand in the United States: A quantitative review (1988)Inflation and Welfare (2000)Innovation and productivity in SMEs: empirical evidence for Italy (2009)Asset‐based measurement of poverty (2010)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)Testing for a Unit Root in Time Series Regression (1988)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Introductory Econometrics for Finance (2008)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)LAPM: A Liquidity‐Based Asset Pricing Model (2001)Remaking laissez-faire (2008)Inside and Outside Liquidity (2011)Dynamic Econometrics (1995)The Cointegrated VAR Model: Methodology and Applications (2006)A Theoretical Framework for Monetary Analysis (1970)BANKING PANICS AND BUSINESS CYCLES * (1988)Monetary Theory and Policy (1999)Testing for Error Correction in Panel Data* (2007)
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References

  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 1956The Interest-Elasticity of Transactions Demand For Cash1,489 cited
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  • 2008Technological change and the households’ demand for currency338 cited
  • 1969Critical Essays in Monetary Theory273 cited
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  • 2009Financial Innovation and the Transactions Demand for Cash232 cited
  • 2002The Demand for Money, Financial Innovation, and the Welfare Cost of Inflation: An Analysis with Household Data228 cited
  • 2000A Survey of Recent Empirical Money Demand Studies194 cited
  • 2003On the power of panel cointegration tests: a Monte Carlo comparison

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169 cited
  • 1996Bank of Japan monetary and economic studies138 cited
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    • 2021Symmetric and Asymmetric Effects of Financial Innovation and FDI on Exchange Rate Volatility: Evidence from South Asian Countries14 cited