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Financial Development and Money Demand Function: Cointegration, Causality and Variance Decomposition Analysis for Pakistan
16 references·1 citing·28 second hop
Financial Development and Money Demand Function: Cointegration, Causality and Variance Decomposition Analysis for Pakistan (2017)Financial Development and Money Demand Fu…Combining non‐cointegration tests (2012)Combining non‐cointegration t…THE BANGLADESH DEVELOPMENT STUDIES (2009)THE BANGLADESH DEVELOPMENT ST…Pakistan Economic and Social Review (2008)Pakistan Economic and Social …LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Testing for an unstable root in conditional and structural error correction models (1994)Testing for an unstable root …Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)The Search for a Stable Money…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Savings and development (1977)Savings and developmentRevisiting Money Demand Stability in India: Some Post-reform Evidence (1996–2016) (2018)Revisiting Money Demand Stabi…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Testing for unit roots in heterogeneous panels (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Time Series Regression with a Unit Root (1987)Unit root tests for panel data (2001)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)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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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
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 2012Combining non‐cointegration tests667 cited
  • 1994Testing for an unstable root in conditional and structural error correction models592 cited
  • 2008Pakistan Economic and Social Review534 cited
  • 2009THE BANGLADESH DEVELOPMENT STUDIES514 cited
  • 1977Savings and development500 cited

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  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
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    • 2018Revisiting Money Demand Stability in India: Some Post-reform Evidence (1996–2016)10 cited