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Money demand in an open-economy shopping-time model: an out-of-sample-prediction application to Canada
16 references·1 citing·34 second hop
Money demand in an open-economy shopping-time model: an out-of-sample-prediction application to Canada (1999)Money demand in an open-economy shopping-…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Monetary Economics: Theory and Policy. (1991)Monetary Economics: Theory an…Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling (1991)Monetary Dynamics: An Applica…The demand for money (1990)The demand for moneyChapter 8 The demand for money (1990)Chapter 8 The demand for moneyCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Money Demand and the Effects of Fiscal Policies (1986)Money Demand and the Effects …Currency substitution, capital mobility and money demand (1983)Currency substitution, capita…The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)The Search for a Stable Money…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Currency Substitution and the Demand for Money: Some Evidence for Canada (1982)Currency Substitution and the…Demand for money in open economies (1981)Demand for money in open econ…A Theory of Exchange Rate Determination (1980)A Theory of Exchange Rate Det…The Case of the Missing Money (1976)The Case of the Missing MoneyThe Demand for Money Revisited (1973)The Demand for Money RevisitedThe Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…Determinants of the Real Exchange Rate in Oil-Producing Countries of the Middle East and North Africa: A Panel Data Investigation (2015)Determinants of the Real Exch…A Model of the Demand for Money by Firms (1966)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Money demand in the United States: A quantitative review (1988)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Testing superexogeneity and invariance in regression models (1993)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Pitfalls in Financial Model-Building (1968)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)How Far Can We Push The "Law of One Price"? (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)A Model of Exchange Rate Dynamics (1982)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)The role of oil price shocks on China's real exchange rate (2006)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The ‘New’ Theory of Optimum Currency Areas (1993)In‡ation Forecast Targeting: Implementing and Monitoring In‡ation Targets (1996)Inflation Targeting: Some Extensions (1999)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)Monetary Theory and Policy, 2nd Edition (2003)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Dynamic Econometrics (1995)Inflation and Welfare (2000)The Cointegrated VAR Model: Methodology and Applications (2006)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1973The Demand for Money Revisited712 cited
  • 1976The Case of the Missing Money567 cited
  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
  • 1980A Theory of Exchange Rate Determination404 cited
  • 1981Demand for money in open economies318 cited
  • 1991Monetary Economics: Theory and Policy.310 cited
  • 1990The demand for money264 cited
  • 1991Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling254 cited
  • 1986Money Demand and the Effects of Fiscal Policies233 cited
  • 1983Currency substitution, capital mobility and money demand194 cited
  • 1990Chapter 8 The demand for money182 cited
  • 1982Currency Substitution and the Demand for Money: Some Evidence for Canada

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  • 2015Determinants of the Real Exchange Rate in Oil-Producing Countries of the Middle East and North Africa: A Panel Data Investigation12 cited