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MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
16 references·5 citing·43 second hop
MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH (2009)MEASUREMENT ERROR IN MONETARY AGGREGATES:…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…Inflation and Welfare (2000)Inflation and WelfareConsumer Theory and the Demand for Money (2000)Consumer Theory and the Deman…An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching (1998)An Econometric Characterizati…Measurement Matters: Recent Results from Monetary Economics Reexamined (1996)Measurement Matters: Recent R…A test for independence based on the correlation dimension (1996)A test for independence based…Functional equivalence between liquidity costs and the utility of money (1986)Functional equivalence betwee…The New Divisia Monetary Aggregates (1984)The New Divisia Monetary Aggr…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …The user cost of money (1978)The user cost of moneyExact and superlative index numbers (1976)Exact and superlative index n…Bayesian Forecasting (1976)Bayesian ForecastingMONEY AND THE PRODUCTION FUNCTION (1974)MONEY AND THE PRODUCTION FUNC…General competitive analysis (1971)General competitive analysisValue and Capital (1939)Value and CapitalL'indice monétaire et la théorie de la monnaie (1926)L'indice monétaire et la théo…The impact of commercial sweeping on the demand for monetary assets during the Great Recession (2015)The impact of commercial swee…THE ASYMMETRIC EFFECTS OF INVESTOR SENTIMENT (2015)THE ASYMMETRIC EFFECTS OF INV…Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy (2014)Nonlinear Relationship Betwee…Consumption and wealth in the US, the UK and the Euro Area : a nonlinear investigation (2012)Consumption and wealth in the…INTRODUCTION TOMEASUREMENT WITH THEORY (2009)INTRODUCTION TOMEASUREMENT WI…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Economics and Information Theory (1967)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Introduction to measurement with theory (2010)The Liquidity Premium of Near-Money Assets* (2016)Foundations of Economic Analysis (1948)Foundations of Economic Analysis. (1948)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles (1996)Timing and real indeterminacy in monetary models (2001)On the equivalence of private and public money (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Measuring Business Cycles: A Modern Perspective (1994)Critical market crashes (2003)A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)Multilateral Comparisons of Output, Input, and Productivity Using Superlative Index Numbers (1982)Globalization and the Gains From Variety (2006)The Next Generation of the Penn World Table (2015)Theory of Cost and Production Functions (2015)Optimal fiscal and monetary policy in an economy without capital (1983)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2004)A Unified Framework for Monetary Theory and Policy Analysis (2005)Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation (2015)Time Series Analysis Forecasting and Control. (1971)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Curve Fitting and Optimal Design for Prediction (1978)A Bayesian Analysis of Kriging (1993)The effect of air pollution on migration: Evidence from China (2022)Equity, envy, and efficiency (1974)Economic Analysis of Social Interactions (2000)The Economics and Psychology of Personality Traits (2008)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)Self-fulfilling prophecies (1981)The contingent valuation method: a review (2003)Rare Disasters, Asset Prices, and Welfare Costs (2009)
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References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1971General competitive analysis2,942 cited
  • 1939Value and Capital2,893 cited
  • 1976Exact and superlative index numbers2,178 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 2000Inflation and Welfare797 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1976Bayesian Forecasting671 cited
  • 1986Functional equivalence between liquidity costs and the utility of money616 cited
  • 1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching406 cited
  • 1978The user cost of money373 cited
  • 2000Consumer Theory and the Demand for Money197 cited
  • 1996Measurement Matters: Recent Results from Monetary Economics Reexamined179 cited
  • 1926L'indice monétaire et la théorie de la monnaie175 cited
  • 1974MONEY AND THE PRODUCTION FUNCTION171 cited
  • 1984The New Divisia Monetary Aggregates

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Cited by

  • 2015THE ASYMMETRIC EFFECTS OF INVESTOR SENTIMENT33 cited
  • 2015The impact of commercial sweeping on the demand for monetary assets during the Great Recession17 cited
  • 2014Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy17 cited
  • 2009INTRODUCTION TOMEASUREMENT WITH THEORY16 cited
  • 2012Consumption and wealth in the US, the UK and the Euro Area : a nonlinear investigation16 cited