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Money, Interest Rates, Income and Inflation in South Africa
16 references·9 citing·45 second hop
Money, Interest Rates, Income and Inflation in South Africa (1999)Money, Interest Rates, Income and Inflati…A Monetary History of the United States, 1867-1960 (2008)A Monetary History of the Uni…Inflation Targeting: Lessons from Four Countries (1998)Inflation Targeting: Lessons …Tests for cointegration a Monte Carlo comparison (1996)Tests for cointegration a Mon…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…Canonical Cointegrating Regressions (1992)Canonical Cointegrating Regre…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Testing for Common Trends (1988)Testing for Common TrendsTime Series Regression with a Unit Root (1987)Time Series Regression with a…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Unpacking the Post Keynesian Black Box: Bank Lending and the Money Supply (1983)Unpacking the Post Keynesian …Aggregate Dynamics and Staggered Contracts (1980)Aggregate Dynamics and Stagge…Expectations and the neutrality of money (1972)Expectations and the neutrali…Money and Income: Post Hoc Ergo Propter Hoc? (1970)Money and Income: Post Hoc Er…Monetary and Fiscal Actions: A Test of Their Relative Importance in Economic Stabilization (1968)Monetary and Fiscal Actions: …Where Has All the Money Gone? Wealth and the Demand for Money in South Africa (2008)Where Has All the Money Gone?…DEMAND FOR MONEY AND EXPENDITURE COMPONENTS IN SOUTH AFRICA: ASSESSMENT FROM UNRESTRICTED ERROR‐CORRECTION MODELS (2007)DEMAND FOR MONEY AND EXPENDIT…The Long-run and Short-run Endogeneity of Money Supply in Pakistan: An Empirical Investigation (2006)The Long-run and Short-run En…The determinants of inflation in South Africa: an econometric analysis (2004)The determinants of inflation…SOUTH AFRICAN INFLATIONARY DYNAMICS AND THE PASS‐THROUGH EFFECTS FORM DEPRECIATION TO UNIT LABOUR COSTS (2004)SOUTH AFRICAN INFLATIONARY DY…THE SOUTH AFRICAN ECONOMY AND ITS ASSET MARKETS (2002)THE SOUTH AFRICAN ECONOMY AND…The Dynamics of Inflation in South Africa: Implications for Policy*(1) (2002)The Dynamics of Inflation in …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 …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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Little Science, Big Science (1963)A Monetary History of the United States 1867-1960 (1964)Bank Runs, Deposit Insurance, and Liquidity (1983)Rules, discretion and reputation in a model of monetary policy (1983)Why Does Stock Market Volatility Change Over Time? (1989)From Financial Crash to Debt Crisis (2011)Understanding spurious regressions in econometrics (1986)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Structural analysis of vector error correction models with exogenous I(1) variables (2000)Dealing with Structural Breaks (2005)A Program for Monetary Stability (1961)Rational Expectations and the Theory of Price Movements (1961)Aggregate Demand Management in Search Equilibrium (1982)The Role of Monetary Policy (1995)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Staggered prices in a utility-maximizing framework (1983)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Macroeconomics and Reality (1980)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1980Aggregate Dynamics and Staggered Contracts2,464 cited
  • 1988Testing for Common Trends1,894 cited
  • 1992Canonical Cointegrating Regressions1,383 cited
  • 2008A Monetary History of the United States, 1867-19601,158 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 1968Monetary and Fiscal Actions: A Test of Their Relative Importance in Economic Stabilization447 cited
  • 1998Inflation Targeting: Lessons from Four Countries374 cited
  • 1970Money and Income: Post Hoc Ergo Propter Hoc?298 cited
  • 1996Tests for cointegration a Monte Carlo comparison264 cited
  • 1983

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Unpacking the Post Keynesian Black Box: Bank Lending and the Money Supply
159 cited

Cited by

  • 2006The Long-run and Short-run Endogeneity of Money Supply in Pakistan: An Empirical Investigation22 cited
  • 2004The determinants of inflation in South Africa: an econometric analysis21 cited
  • 2000The Demand for Money in South Africa: Parameter Stability and Predictive Capacity20 cited
  • 2002The Dynamics of Inflation in South Africa: Implications for Policy*(1)19 cited
  • 2002THE SOUTH AFRICAN ECONOMY AND ITS ASSET MARKETS14 cited
  • 2004SOUTH AFRICAN INFLATIONARY DYNAMICS AND THE PASS‐THROUGH EFFECTS FORM DEPRECIATION TO UNIT LABOUR COSTS14 cited
  • 2008Where Has All the Money Gone? Wealth and the Demand for Money in South Africa12 cited
  • 2007DEMAND FOR MONEY AND EXPENDITURE COMPONENTS IN SOUTH AFRICA: ASSESSMENT FROM UNRESTRICTED ERROR‐CORRECTION MODELS11 cited
  • 1999Inflation, Money Demand, and Purchasing Power Parity in South Africa11 cited