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Inflation, Money Demand, and Purchasing Power Parity in South Africa
13 references·4 citing·47 second hopsampled
Inflation, Money Demand, and Purchasing Power Parity in South Africa (1999)Inflation, Money Demand, and Purchasing P…Dynamic Gains from Trade: Evidence from South Africa (2000)Dynamic Gains from Trade: Evi…Long-Run Exchange Rate Dynamics (1999)Long-Run Exchange Rate Dynami…Testing misspecified cointegrating relationships (1998)Testing misspecified cointegr…Empirical modeling of money demand (1998)Empirical modeling of money d…Determinants of the real exchange rate in South Africa (1997)Determinants of the real exch…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Cointegration and speed of convergence to equilibrium (1996)Cointegration and speed of co…Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence (1995)Long-Run Exchange Rate Modeli…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…What does the term structure tell us about future inflation? (1990)What does the term structure …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Macroeconomics and Reality (1980)Macroeconomics and RealityModeling Monetary Policy In South Africa: Focus On Inflation Targeting Era Using A Simple Learning Rule (2010)Modeling Monetary Policy In S…STRUCTURAL CHANGE AND NONLINEARITIES IN A PHILLIPS CURVE MODEL FOR SOUTH AFRICA (2006)STRUCTURAL CHANGE AND NONLINE…SOUTH AFRICAN INFLATIONARY DYNAMICS AND THE PASS‐THROUGH EFFECTS FORM DEPRECIATION TO UNIT LABOUR COSTS (2004)SOUTH AFRICAN INFLATIONARY DY…Inflation and output forecasts for South Africa: monetary transmission implications (2000)Inflation and output forecast…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)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)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Survey of Literature on Demand for Money (1999)Inflation, Money Demand, and Purchasing Power Parity in South Africa (2001)Testing linearity in cointegrating smooth transition regressions (2004)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Outward-Oriented Developing Economies Really Do Grow More Rapidly: Evidence from 95 LDCs, 1976-1985 (1992)Economic Reform and the Process of Global Integration (1995)Trade, Growth, and Poverty (2003)HAS SOUTH AFRICA LIBERALISED ITS TRADE? (2005)The Impact of Chinese Import Penetration on the South African Manufacturing Sector (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Forecasting in cointegrated systems (1995)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Distributions of error correction tests for cointegration (2002)Expectations and Exchange Rate Dynamics (1976)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Econometric policy evaluation: A critique (1976)Cointegration and Tests of Present Value Models (1987)What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)Household Risk Management and Optimal Mortgage Choice (2003)Inflation Illusion and Stock Prices (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)What Determines Real Exchange Rates? The Long and the Short of It (1999)Estimation of the Equilibrium Real Exchange Rate for South Africa (2003)The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective (2010)Generalised Impulse Response Analysis in Linear Multivariate Models (1997)Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions? (1999)Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence207 cited
  • 2000Dynamic Gains from Trade: Evidence from South Africa163 cited
  • 1998Empirical modeling of money demand131 cited
  • 1997Determinants of the real exchange rate in South Africa66 cited
  • 1998Testing misspecified cointegrating relationships41 cited
  • 1999Long-Run Exchange Rate Dynamics21 cited

Cited by

  • 2010Modeling Monetary Policy In South Africa: Focus On Inflation Targeting Era Using A Simple Learning Rule19 cited
  • 2000Inflation and output forecasts for South Africa: monetary transmission implications

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19 cited
  • 2006STRUCTURAL CHANGE AND NONLINEARITIES IN A PHILLIPS CURVE MODEL FOR SOUTH AFRICA15 cited
  • 2004SOUTH AFRICAN INFLATIONARY DYNAMICS AND THE PASS‐THROUGH EFFECTS FORM DEPRECIATION TO UNIT LABOUR COSTS14 cited