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A Small Structural Empirical Model of the UK Monetary Transmission Mechanism
16 references·2 citing·32 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
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  • 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
  • 1988Is the Real Interest Rate Stable?489 cited
  • 2007Output, the Stock Market, and Interest Rates383 cited
  • 2002LONG-RUN STRUCTURAL MODELLING371 cited
  • 2007Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run362 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1992Stochastic trends and economic fluctuations in a small open economy

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203 cited

Cited by

  • 2000A Limited Participation Model of the Monetary Transmission Mechanism in the United Kingdom24 cited
  • 2001The M1 Vector-Error-Correction Model: some Extensions and Applications21 cited