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Money growth and velocity with structural breaks: Evidence from the Philippines
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Money growth and velocity with structural breaks: Evidence from the Philippines (2011)Money growth and velocity with structural…VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL (2006)VELOCITY AND THE VARIABILITY …Critical values for multiple structural change tests (2003)Critical values for multiple …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Modeling Volatility Dynamics (1995)Modeling Volatility DynamicsFriedman's Money Supply Volatility Hypothesis: Some International Evidence (1995)Friedman's Money Supply Volat…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…The Velocity of M1 in the 1980s: Evidence from a Multivariate Time Series Model (1991)The Velocity of M1 in the 198…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests: Comment (1989)Velocity and the Variability …Velocity and the variability of money growth (1988)Velocity and the variability …Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests: Note (1987)Velocity and the Variability …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Lessons from the 1979-1982 Monetary Policy Experiment (1984)Lessons from the 1979-1982 Mo…Monetary Variability: United States and Japan: Note (1983)Monetary Variability: United …MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)The Message in Daily Exchange Rates (2002)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)25 years of time series forecasting (2006)A Monetary History of the United States, 1867-1960 (1964)The Optimum Quantity of Money: and Other Essays (1971)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)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)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Long- and short-term interest rates in a risky world (1983)Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Open Access and the Evolution of the U. 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References

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  • 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
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  • 1987Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests: Note76 cited
  • 1983Monetary Variability: United States and Japan: Note60 cited
  • 2006VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL58 cited
  • 1989Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests: Comment38 cited
  • 1991The Velocity of M1 in the 1980s: Evidence from a Multivariate Time Series Model36 cited
  • 1995Friedman's Money Supply Volatility Hypothesis: Some International Evidence

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32 cited
  • 1988Velocity and the variability of money growth16 cited
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