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THE DEMAND FOR MONEY IN SOUTH AFRICA
9 references·1 citing·36 second hop
THE DEMAND FOR MONEY IN SOUTH AFRICA (2004)THE DEMAND FOR MONEY IN SOUTH AFRICADistributions of error correction tests for cointegration (2002)Distributions of error correc…Inflation, Money Demand, and Purchasing Power Parity in South Africa (2001)Inflation, Money Demand, and …The Demand for Money in South Africa: Parameter Stability and Predictive Capacity (2000)The Demand for Money in South…Inflation, Money Demand, and Purchasing Power Parity in South Africa (1999)Inflation, Money Demand, and …THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…The Long‐run Properties of the Demand for M3 in South Africa (1992)The Long‐run Properties of th…Money in South Africa: A Test of the Buffer Stock Model1 (1989)Money in South Africa: A Test…The direct estimation of the equilibrium response in a linear dynamic model (1979)The direct estimation of the …Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…DEMAND FOR MONEY AND EXPENDITURE COMPONENTS IN SOUTH AFRICA: ASSESSMENT FROM UNRESTRICTED ERROR‐CORRECTION MODELS (2007)DEMAND FOR MONEY AND EXPENDIT…Portfolio Selection: Efficient Diversification of Investments (1959)Arany János drámafordításai. 1. köt. Arisztophanész: 1. r. (1961)Taking Time Seriously (2008)Financialization and U.S. Income Inequality, 1970–2008 (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Practice (1984)Inflation, Money Demand, and Purchasing Power Parity in South Africa (1999)Where Has All the Money Gone? Wealth and the Demand for Money in South Africa (2008)Monetary Trends in the United States and the United Kingdom (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)THE SOUTH AFRICAN ECONOMY AND ITS ASSET MARKETS (2002)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Inflation and output forecasts for South Africa: monetary transmission implications (2000)STRUCTURAL CHANGE AND NONLINEARITIES IN A PHILLIPS CURVE MODEL FOR SOUTH AFRICA (2006)Modeling Monetary Policy In South Africa: Focus On Inflation Targeting Era Using A Simple Learning Rule (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Fighting inflation in a dollarized economy: The case of Vietnam (2006)Inflation Dynamics And Food Prices In An Agricultural Economy: The Case Of Ethiopia (2009)Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)What does export diversification do for growth? An econometric analysis (2006)In search of FDI-led growth in developing countries: The way forward (2008)Energy consumption, carbon emissions and economic growth in Pakistan: Dynamic causality analysis (2017)
this work references cited by second hop

References

  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1979The direct estimation of the equilibrium response in a linear dynamic model409 cited
  • 2002Distributions of error correction tests for cointegration320 cited
  • 2001Inflation, Money Demand, and Purchasing Power Parity in South Africa83 cited
  • 1999Inflation, Money Demand, and Purchasing Power Parity in South Africa21 cited
  • 1992The Long‐run Properties of the Demand for M3 in South Africa20 cited
  • 2000The Demand for Money in South Africa: Parameter Stability and Predictive Capacity20 cited
  • 1989Money in South Africa: A Test of the Buffer Stock Model113 cited

Cited by

  • 2007DEMAND FOR MONEY AND EXPENDITURE COMPONENTS IN SOUTH AFRICA: ASSESSMENT FROM UNRESTRICTED ERROR‐CORRECTION MODELS11 cited

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