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On the Markov switching welfare cost of inflation
16 references·6 citing·32 second hop
On the Markov switching welfare cost of inflation (2019)On the Markov switching welfare cost of i…Rethinking Macroeconomic Policy (2010)Rethinking Macroeconomic Poli…Inflation and Welfare (2000)Inflation and WelfareEfficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…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…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 MoneyThe Demand for Money: The Evidence from the Time Series (1963)The Demand for Money: The Evi…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The Welfare Cost of Inflationary Finance (1956)The Welfare Cost of Inflation…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…Consumer preferences, the demand for Divisia money, and the welfare costs of inflation (2022)Consumer preferences, the dem…The welfare cost of inflation (2021)The welfare cost of inflationThe Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model (2021)The Demand for Assets: Eviden…CREDIT CARDS, THE DEMAND FOR MONEY, AND MONETARY AGGREGATION (2021)CREDIT CARDS, THE DEMAND FOR …A Markov-Switching Model of Inflation in Bolivia (2021)A Markov-Switching Model of I…Functional monetary aggregates, monetary policy, and business cycles (2020)Functional monetary aggregate…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)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Central Bank Digital Currency and the Future of Monetary Policy (2017)Measuring the natural rate of interest: International trends and determinants (2017)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Diagnostic Expectations and Credit Cycles (2017)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 2010Rethinking Macroeconomic Policy941 cited
  • 1957Studies in the Quantity Theory of Money.825 cited
  • 2000Inflation and Welfare797 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1976The Case of the Missing Money567 cited
  • 1956The Welfare Cost of Inflationary Finance495 cited
  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
  • 1963

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The Demand for Money: The Evidence from the Time Series
375 cited

Cited by

  • 2020Functional monetary aggregates, monetary policy, and business cycles21 cited
  • 2021The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model18 cited
  • 2021The welfare cost of inflation14 cited
  • 2021CREDIT CARDS, THE DEMAND FOR MONEY, AND MONETARY AGGREGATION13 cited
  • 2021A Markov-Switching Model of Inflation in Bolivia13 cited
  • 2022Consumer preferences, the demand for Divisia money, and the welfare costs of inflation11 cited