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USE OF THE MONEY SUPPLY IN THE CONDUCT OF JAPAN'S MONETARY POLICY: RE-EXAMINING THE TIME-SERIES EVIDENCE*
14 references·2 citing·28 second hop
USE OF THE MONEY SUPPLY IN THE CONDUCT OF JAPAN'S MONETARY POLICY: RE-EXAMINING THE TIME-SERIES EVIDENCE* (2005)USE OF THE MONEY SUPPLY IN THE CONDUCT OF…The term structure of interest rates in Japan: the predictability of economic activity (2004)The term structure of interes…The effect of economic regimes on the relation between term structure and real activity in Japan (1997)The effect of economic regime…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Does a Cointegrating M2 Demand Relation Really Exist in Japan? (1996)Does a Cointegrating M2 Deman…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Interpreting Evidence on Money-Income Causality (1987)Interpreting Evidence on Mone…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Cash Usage Trends in Japan: Evidence Using Aggregate and Household Survey Data (2019)Cash Usage Trends in Japan: E…Identification of monetary policy shocks in Japan using sign restrictions within the TVP-VAR framework (2011)Identification of monetary po…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1987Interpreting Evidence on Money-Income Causality559 cited
  • 1996Does a Cointegrating M2 Demand Relation Really Exist in Japan?48 cited
  • 1997The effect of economic regimes on the relation between term structure and real activity in Japan43 cited
  • 2004The term structure of interest rates in Japan: the predictability of economic activity32 cited

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Cited by

  • 2019Cash Usage Trends in Japan: Evidence Using Aggregate and Household Survey Data15 cited
  • 2011Identification of monetary policy shocks in Japan using sign restrictions within the TVP-VAR framework14 cited