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Applying the seasonal error correction model to the demand for international reserves in Taiwan
16 references·0 citing·31 second hop
Applying the seasonal error correction model to the demand for international reserves in Taiwan (1999)Applying the seasonal error correction mo…Nonstationary time series analysis and cointegration (1996)Nonstationary time series ana…Testing for unit roots in seasonal time series (1994)Testing for unit roots in sea…Five 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 …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…SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION* (1988)SEASONALITY AND THE ORDER OF …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Liquidity and inflation effects on consumers' expenditure (1981)Liquidity and inflation effec…Seasonal Adjustment and Relations Between Variables (1974)Seasonal Adjustment and Relat…Optimum International Reserves and the Speed of Adjustment (1970)Optimum International Reserve…Optimal International Reserves (1966)Optimal International ReservesThe Demand for International Reserves (1965)The Demand for International …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)The Persistence of Marketing Effects on Sales (1995)The Category-Demand Effects of Price Promotions (2001)Forecasting: theory and practice (2022)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Inference in Linear Time Series Models with some Unit Roots (1990)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Estimation 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)The X-11 variant of the census method II seasonal adjustment program (1965)The Typical Spectral Shape of an Economic Variable (1966)Ten economic studies in the tradition of Irving Fisher (1967)Measures of Conditional Linear Dependence and Feedback Between Time Series (1984)Dynamic Econometrics (1995)Forecasting Output and Inflation: The Role of Asset Prices (2003)Some properties of time series data and their use in econometric model specification (1981)COINTEGRATION AND UNIT ROOTS (1990)Book Review: Time Series Analysis: Forecasting and Control (1977)Automatic Time Series Forecasting: The forecast Package for R (2008)Bounds testing approaches to the analysis of level relationships (2001)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Savings and development (1977)Financial Stability, the Trilemma, and International Reserves (2010)The Optimal Level of International Reserves for Emerging Market Countries: A New Formula and Some Applications (2011)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1974Seasonal Adjustment and Relations Between Variables414 cited
  • 1966Optimal International Reserves348 cited
  • 1988SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION*299 cited
  • 1989Merging short-and long-run forecasts235 cited
  • 1994Testing for unit roots in seasonal time series207 cited
  • 1981Liquidity and inflation effects on consumers' expenditure205 cited
  • 1992Maximum likelihood inference on cointegration and seasonal cointegration196 cited
  • 1993The Japanese consumption function193 cited
  • 1996Nonstationary time series analysis and cointegration186 cited
  • 1965The Demand for International Reserves165 cited
  • 1970

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Optimum International Reserves and the Speed of Adjustment
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