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Cointegration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom
0 references·12 citing·42 second hop
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Cited by

  • 1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?90 cited
  • 1999On winning forecasting competitions in economics78 cited
  • 1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?53 cited
  • 1998Broad money demand and financial liberalization in Greece48 cited
  • 1998Modelling money demand in Germany42 cited
  • 2006Money, inflation and output in Romania, 1992–200041 cited
  • 2015Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series35 cited
  • 1999Hodrick-Prescott filter in practice33 cited
  • 2004The ET Interview: Professor David F. Hendry25 cited
  • 2005MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA*22 cited
  • 2002Determinants and stability of demand for M2 in Malaysia19 cited
  • 1996Is there a long run demand for currency in China?17 cited

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