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Evidence on nonlinear error correction in money demand: the case of Taiwan
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Evidence on nonlinear error correction in money demand: the case of Taiwan (2001)Evidence on nonlinear error correction in…Alternative Approaches to Analyzing Economic Data (2016)Alternative Approaches to Ana…Non‐linear error correction and the UK demand for broad money, 1878–1993 (2001)Non‐linear error correction a…Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861-1991 (1999)Adjustment costs and nonlinea…The Demand for Broad Money in the United Kingdom, 1878–1993 (1998)The Demand for Broad Money in…Modeling the Demand for M3 in the Unified Germany (1998)Modeling the Demand for M3 in…Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…Exchange rate sensitivity of demand for money and effectiveness of fiscal and monetary policies (1990)Exchange rate sensitivity of …An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz (1989)An Econometric Analysis of UK…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Money Is What Money Does: Monetary Aggregation and the Equation of Exchange (1985)Money Is What Money Does: Mon…Demand for money in open economies (1981)Demand for money in open econ…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …The Case of the Missing Money (1976)The Case of the Missing MoneyCapital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…A Theory of the Consumption Function (1960)A Monetary History of the United States, 1867-1960 (1964)Evaluating Forecasting Methods (2001)Illusions in regression analysis (2012)A Monetary History of the United States, 1867-1960 (2017)Artificial intelligence as a general-purpose technology: an historical perspective (2021)The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)Invested interests: the politics of national economic policies in a world of global finance (1991)The Economics of Exchange Rates (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)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)Pitfalls in Financial Model-Building (1968)The Demand for Money Revisited (1973)Chapter 8 The demand for money (1990)Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model (2002)Stability of the money demand function in Asian developing countries (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Cointegration, exogeneity, and policy analysis: An overview (1992)Some Consequences of Temporal Aggregation in Empirical Analysis (1999)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Do recessions permanently change output? (1993)A nonlinear approach to US GNP (1995)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Testing for a unit root in the nonlinear STAR framework (2002)Analysis of Financial Time Series (2006)Money demand in the United States: A quantitative review (1988)Monetary Theory and Policy, 2nd Edition (2003)Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Panel Smooth Transition Regression Models (2005)Modelling Nonlinear Economic Time Series (2010)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,697 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1976The Case of the Missing Money567 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 1989An Econometric Analysis of UK Money Demand In Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna J. Schwartz326 cited
  • 1981Demand for money in open economies318 cited
  • 2016Alternative Approaches to Analyzing Economic Data160 cited
  • 1990Exchange rate sensitivity of demand for money and effectiveness of fiscal and monetary policies125 cited
  • 1998The Demand for Broad Money in the United Kingdom, 1878–1993104 cited
  • 2001Non‐linear error correction and the UK demand for broad money, 1878–199387 cited
  • 1998Modeling the Demand for M3 in the Unified Germany86 cited
  • 1985

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Money Is What Money Does: Monetary Aggregation and the Equation of Exchange
67 cited
  • 1999Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861-199145 cited
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