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Money Demand and Seasonal Cointegration
16 references·0 citing·32 second hop
Money Demand and Seasonal Cointegration (1999)Money Demand and Seasonal CointegrationThe Role of Monetary Policy (1995)The Role of Monetary PolicyFive alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…The Japanese consumption function (1993)The Japanese consumption func…Maximum likelihood inference on cointegration and seasonal cointegration (1992)Maximum likelihood inference …Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…The Demand for Money in the United States: Evidence from Cointegration Tests (1991)The Demand for Money in the U…Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling (1991)Monetary Dynamics: An Applica…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…Merging short-and long-run forecasts (1989)Merging short-and long-run fo…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Journal of international money and finance (1988)Journal of international mone…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Case of the Missing Money (1976)The Case of the Missing MoneyThe Demand for Money Revisited (1973)The Demand for Money RevisitedEstimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Automatic Time Series Forecasting: The forecast Package for R (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A Survey of Contemporary Economics (1949)A Program for Monetary Stability (1961)Econometric policy evaluation: A critique (1976)From Principles of Political Economy (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)Anomalies: Foreign Exchange (1990)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Evaluating Direct Multistep Forecasts (2005)Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)Dynamic Econometrics (1995)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 Error Correction in Panel Data* (2007)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1995The Role of Monetary Policy3,848 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1973The Demand for Money Revisited714 cited
  • 1988Journal of international money and finance711 cited
  • 1976The Case of the Missing Money567 cited
  • 1991The Demand for Money in the United States: Evidence from Cointegration Tests286 cited
  • 1991Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling254 cited
  • 1989Merging short-and long-run forecasts235 cited
  • 1992Maximum likelihood inference on cointegration and seasonal cointegration196 cited

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  • 1993The Japanese consumption function193 cited
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