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The Demand for Simple-sum and Divisia Monetary Aggregates for Pakistan: A Cointegration Approach
16 references·0 citing·33 second hop
The Demand for Simple-sum and Divisia Monetary Aggregates for Pakistan: A Cointegration Approach (1997)The Demand for Simple-sum and Divisia Mon…Co-Integration and Error-Correction: Representation, Estimation, and Testing (2010)Co-Integration and Error-Corr…The New Divisia Monetary Aggregates (2000)The New Divisia Monetary Aggr…A Primer on Cointegration with an Application to Money and Income (1994)A Primer on Cointegration wit…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK (1990)Some Structural Hypotheses in…Pc-Give and David Hendry'S Econometric Methodology (1990)Pc-Give and David Hendry'S Ec…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…THE LONG RUN BEHAVIOR OF THE INCOME VELOCITY OF MONEY IN FIVE ADVANCED COUNTRIES, 1870-1975: AN INSTITUTIONAL APPROACH (1981)THE LONG RUN BEHAVIOR OF THE …Monetary Shocks and the Dynamics of Inflation (Les chocs monetaires et la dynamique de l'inflation) (Los "choques" monetarios y la dinamica de la inflacion) (1980)Monetary Shocks and the Dynam…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …Monetary Policy in Selected Asian Countries (La politique monetaire dans certains pays d'Asie) (La politica monetaria de algunos paises asiaticos seleccionados) (1979)Monetary Policy in Selected A…The user cost of money (1978)The user cost of moneyDemand for money in developing countries (1977)Demand for money in developin…The Demand for Money Revisited (1973)The Demand for Money RevisitedDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Effect of transportation infrastructure on economic growth in India: The VECM approach (2012)Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS) (2012)Estimation of Environmental Kuznets Curve for CO2 emission: Role of renewable energy generation in India (2017)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)Economics and Information Theory (1967)Exact and superlative index numbers (1976)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Introduction to measurement with theory (2010)The Liquidity Premium of Near-Money Assets* (2016)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Multivariate Stochastic Variance Models (1994)Spurious regression and residual-based tests for cointegration in panel data (1999)Informed Trading in Stock and Option Markets (2004)Macroeconomic influences on the stock market (2001)Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan (2005)The relationship between tourism receipts, real effective exchange rate and economic growth in Tunisia (2010)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Theory of Monetary Aggregation (2000)Money and capital (2011)Testing for an unstable root in conditional and structural error correction models (1994)Explaining Cointegration Analysis: Part II (2001)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1973The Demand for Money Revisited712 cited
  • 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited
  • 1994A Primer on Cointegration with an Application to Money and Income424 cited
  • 1978The user cost of money373 cited
  • 1990Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK154 cited
  • 2000The New Divisia Monetary Aggregates117 cited
  • 1981THE LONG RUN BEHAVIOR OF THE INCOME VELOCITY OF MONEY IN FIVE ADVANCED COUNTRIES, 1870-1975: AN INSTITUTIONAL APPROACH104 cited
  • 1990Pc-Give and David Hendry'S Econometric Methodology98 cited
  • 1977Demand for money in developing countries80 cited
  • 1979

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Monetary Policy in Selected Asian Countries (La politique monetaire dans certains pays d'Asie) (La politica monetaria de algunos paises asiaticos seleccionados)
79 cited
  • 1980Monetary Shocks and the Dynamics of Inflation (Les chocs monetaires et la dynamique de l'inflation) (Los "choques" monetarios y la dinamica de la inflacion)71 cited
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