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Estimating A European Demand For Money
16 references·16 citing·27 second hopsampled
Estimating A European Demand For Money (1999)Estimating A European Demand For MoneyCritical Values for Cointegration Tests (2010)Critical Values for Cointegra…European Integration and the Demand for Broad Money (2005)European Integration and the …Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…Policy Issues in the Operation of Currency Unions (1993)Policy Issues in the Operatio…The Demand for M1 in the U.S.A., 1960-1988 (1992)The Demand for M1 in the U.S.…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Empirical analysis of macroeconomic time series (1991)Empirical analysis of macroec…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Economic and Monetary Integration and the Aggregate Demand for Money in the EMS (1990)Economic and Monetary Integra…Econometric Analysis of Aggregation in the Context of Linear Prediction Models (1989)Econometric Analysis of Aggre…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Is Aggregation Necessarily Bad? (1960)Is Aggregation Necessarily Ba…The (in)stability of money demand in the euro area: lessons from a cross-country analysis (2010)The (in)stability of money de…Monetary targeting for price stability in Bangladesh: How stable is its money demand function and the linkage between money supply growth and inflation? (2010)Monetary targeting for price …M3 money demand and excess liquidity in the euro area (2010)M3 money demand and excess li…MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES (2009)MONEY DEMAND STABILITY AND IN…Monetary Economics in Globalised Financial Markets (2009)Monetary Economics in Globali…Money velocity and asset prices in the euro area (2008)Money velocity and asset pric…Empirical Analysis of the Money Demand Function in Sub-Saharan Africa (2008)Empirical Analysis of the Mon…Demand for money in the Euro area (2008)Demand for money in the Euro …Asymmetric monetary policy effects in EMU (2006)Asymmetric monetary policy ef…MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA* (2005)MODELLING DEMAND FOR BROAD MO…A monetary vector error correction model of the Euro area and implications for monetary policy (2004)A monetary vector error corre…Monetary Policy in Unknown Territory: The European Central Bank in the Early Years (2003)Monetary Policy in Unknown Te…Euro Area Money Demand (2001)Euro Area Money DemandTracking the Euro's Progress (2000)Tracking the Euro's ProgressThe Empirical Determinants of the Euro: Short and Long Run Perspectives (2000)The Empirical Determinants of…Money demand and monetary policy in Europe (1998)Money demand and monetary pol…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)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)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Determinants of U.S. direct investment in the E.E.C. (1983)Heterogeneity and Aggregation (2005)Hierarchical forecasts for Australian domestic tourism (2008)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing for Error Correction in Panel Data* (2007)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Testing for an unstable root in conditional and structural error correction models (1994)Explaining Cointegration Analysis: Part II (2001)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Bounds testing approaches to the analysis of level relationships (2001)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Series‐specific Unit Root Tests with Panel Data* (2002)Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues* (2006)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 1960Is Aggregation Necessarily Bad?424 cited
  • 1992The Demand for M1 in the U.S.A., 1960-1988320 cited
  • 1993Policy Issues in the Operation of Currency Unions215 cited
  • 2005European Integration and the Demand for Broad Money202 cited
  • 1991Empirical analysis of macroeconomic time series168 cited
  • 1989Econometric Analysis of Aggregation in the Context of Linear Prediction Models

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153 cited
  • 1990Economic and Monetary Integration and the Aggregate Demand for Money in the EMS131 cited
  • Cited by

    • 2009Monetary Economics in Globalised Financial Markets79 cited
    • 2006Asymmetric monetary policy effects in EMU48 cited
    • 2009MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES48 cited
    • 2008Demand for money in the Euro area45 cited
    • 2010The (in)stability of money demand in the euro area: lessons from a cross-country analysis38 cited
    • 2004A monetary vector error correction model of the Euro area and implications for monetary policy38 cited
    • 2010Monetary targeting for price stability in Bangladesh: How stable is its money demand function and the linkage between money supply growth and inflation?36 cited
    • 2000Tracking the Euro's Progress34 cited
    • 2001Euro Area Money Demand33 cited
    • 2008Money velocity and asset prices in the euro area31 cited
    • 2008Empirical Analysis of the Money Demand Function in Sub-Saharan Africa27 cited
    • 2003Monetary Policy in Unknown Territory: The European Central Bank in the Early Years26 cited
    • 2010M3 money demand and excess liquidity in the euro area23 cited
    • 2005MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA*22 cited
    • 1998Money demand and monetary policy in Europe22 cited
    • 2000The Empirical Determinants of the Euro: Short and Long Run Perspectives19 cited