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Cointegration, seasonality, encompassing, and the demand for money in the UK
0 references·6 citing·22 second hop
Cointegration, seasonality, encompassing, and the demand for money in the UK (1994)Cointegration, seasonality, encompassing,…MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA* (2005)MODELLING DEMAND FOR BROAD MO…Recursive and rolling regression-based tests of the seasonal unit root hypothesis (2001)Recursive and rolling regress…The stability of German money demand: Not just a myth (1999)The stability of German money…The stability of german money demand: Not just a myth (1998)The stability of german money…Does seasonal adjustment induce common cycles? (1998)Does seasonal adjustment indu…Broad Money Demand and Financial Liberalization in Greece (1996)Broad Money Demand and Financ…Econometric policy evaluation: A critique (1976)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Regression‐based Tests for a Change in Persistence* (2006)Building a bridge to the future: Prospective legitimation in nascent markets (2023)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Seasonal integration and cointegration (1990)Testing For Common Features (1990)Introduction to Multiple Time Series Analysis (1993)Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach (2000)Evidence for common features in G7 macroeconomic time series (2005)Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion (2005)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Modelling of narrow money demand in Australia: an ARDL cointegration approach, 1970–2009 (2011)Economic policy uncertainty and demand for money in Australia (2019)Policy Uncertainty and the Demand for Money in Japan (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Inflation-Adjusted Potential Output (1996)
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Cited by

  • 2001Recursive and rolling regression-based tests of the seasonal unit root hypothesis36 cited
  • 1998Does seasonal adjustment induce common cycles?31 cited
  • 1999The stability of German money demand: Not just a myth22 cited
  • 2005MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA*22 cited
  • 1996Broad Money Demand and Financial Liberalization in Greece12 cited
  • 1998The stability of german money demand: Not just a myth10 cited

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