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Empirical Assessment of Money Demand Stability Under India’s Open Economy: Non-linear ARDL Approach
16 references·2 citing·28 second hop
Empirical Assessment of Money Demand Stability Under India’s Open Economy: Non-linear ARDL Approach (2020)Empirical Assessment of Money Demand Stab…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach (2008)Energy consumption and econom…TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006)TESTING FOR COINTEGRATION IN …The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model (2002)Long-Run Demand for Money in …Hidden Cointegration (2002)Hidden CointegrationBounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Threshold Cointegration (1997)Threshold CointegrationMAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…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…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Demand for money in open economies (1981)Demand for money in open econ…Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…Does digital finance change the stability of money demand function? Evidence from China (2023)Does digital finance change t…Asymmetric Effect of Fiscal Deficit on Current Account Deficit: Evidence from India (2021)Asymmetric Effect of Fiscal D…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)Invested interests: the politics of national economic policies in a world of global finance (1991)The Economics of Exchange Rates (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Long memory and regime switching (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)Asymmetric Price Transmission: A Survey (2004)
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References

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  • 2006TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS

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259 cited
  • 2002Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model233 cited
  • Cited by

    • 2021Asymmetric Effect of Fiscal Deficit on Current Account Deficit: Evidence from India16 cited
    • 2023Does digital finance change the stability of money demand function? Evidence from China16 cited