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Is euro area money demand for M3 still stable?
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Is euro area money demand for M3 still stable? (2016)Is euro area money demand for M3 still st…NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1 (2008)NONLINEARITIES IN THE DYNAMIC…Maintaining Low Inflation: Money, Interest Rates, and Policy Stance (2007)Maintaining Low Inflation: Mo…Recent developments in understanding the demand for money (2004)Recent developments in unders…A money demand system for euro area M3 (2004)A money demand system for eur…Is the demand for euro area M3 stable? (2003)Is the demand for euro area M…Distributions of error correction tests for cointegration (2002)Distributions of error correc…Monetary Policy Transmission in the Euro Area (2001)Monetary Policy Transmission …Cointegration analysis in the presence of structural breaks in the deterministic trend (2000)Cointegration analysis in the…Long run money demand in the EU: Evidence for area-wide aggregates (1999)Long run money demand in the …Empirical modeling of money demand (1998)Empirical modeling of money d…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Money and the Stock Market (1988)Money and the Stock MarketCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Rate of Interest (1907)The purchasing power of money (1911)Macroeconomic variables and the Malaysian equity market (2003)Macro variables and international stock return predictability (2004)Liquidity Shocks and Asset Price Boom/Bust Cycles (2007)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing for a Unit Root in a Time Series With a Changing Mean (1990)Explaining Cointegration Analysis: Part II (2001)Dealing with Structural Breaks (2005)Crude oil and stock markets: Stability, instability, and bubbles (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Model of the Demand for Money by Firms (1966)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Innovation and productivity in SMEs: empirical evidence for Italy (2009)Asset‐based measurement of poverty (2010)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)What does export diversification do for growth? An econometric analysis (2006)In search of FDI-led growth in developing countries: The way forward (2008)Energy consumption, carbon emissions and economic growth in Pakistan: Dynamic causality analysis (2017)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Banks’ procyclical behavior: Does provisioning matter? (2007)Credit availability and investment: Lessons from the “great recession” (2013)Trusting the bankers: A new look at the credit channel of monetary policy (2014)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited
  • 2002Distributions of error correction tests for cointegration320 cited
  • 1988Money and the Stock Market294 cited
  • 2008NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1268 cited
  • 2001Monetary Policy Transmission in the Euro Area250 cited
  • 2004A money demand system for euro area M3191 cited
  • 1998Empirical modeling of money demand131 cited
  • 2007Maintaining Low Inflation: Money, Interest Rates, and Policy Stance113 cited
  • 2003Is the demand for euro area M3 stable?112 cited
  • 2004Recent developments in understanding the demand for money101 cited

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1999
Long run money demand in the EU: Evidence for area-wide aggregates
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