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Long run money demand in the EU: Evidence for area-wide aggregates
11 references·16 citing·32 second hop
Long run money demand in the EU: Evidence for area-wide aggregates (1998)Long run money demand in the EU: Evidence…Identification of the long-run and the short-run structure an application to the ISLM model (1994)Identification of the long-ru…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…THE EFFECT OF VARYING LENGTH VAR MODELS ON THE MAXIMUM LIKELIHOOD ESTIMATES OF COINTEGRATING VECTORS (1991)THE EFFECT OF VARYING LENGTH …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Unconventional monetary policy and money demand (2015)Unconventional monetary polic…Money demand and the role of monetary indicators in forecasting euro area inflation (2014)Money demand and the role of …M3 money demand and excess liquidity in the euro area (2010)M3 money demand and excess li…Demand for money in the Euro area (2008)Demand for money in the Euro …Wealth effects on money demand in the euro area (2007)Wealth effects on money deman…A macroeconometric model for the Euro economy (2007)A macroeconometric model for …A small monetary system for the euro area based on German data (2006)A small monetary system for t…Towards a Monthly Business Cycle Chronology for the Euro Area (2004)Towards a Monthly Business Cy…The euro area viewed as a single economy: how does it respond to shocks? (2004)The euro area viewed as a sin…Issues in Money Demand: The Case of Europe (2004)Issues in Money Demand: The C…Forecasting EMU macroeconomic variables (2004)Forecasting EMU macroeconomic…Shocking the eurozone (2003)Shocking the eurozoneModelling the demand for M3 in the Euro area (2002)Modelling the demand for M3 i…Forecasting trend output in the Euro area (2002)Forecasting trend output in t…Money demand in Euroland (2001)Money demand in EurolandEuro Area Money Demand (2001)Euro Area Money DemandStatistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)Explaining Cointegration Analysis: Part II (2001)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Testing for Error Correction in Panel Data* (2007)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Dynamic Econometrics (1995)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
  • 1991THE EFFECT OF VARYING LENGTH VAR MODELS ON THE MAXIMUM LIKELIHOOD ESTIMATES OF COINTEGRATING VECTORS113 cited

Cited by

  • 2004Forecasting EMU macroeconomic variables96 cited
  • 2002Modelling the demand for M3 in the Euro area60 cited
  • 2001Money demand in Euroland58 cited
  • 2003

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Shocking the eurozone
52 cited
  • 2006A small monetary system for the euro area based on German data47 cited
  • 2008Demand for money in the Euro area45 cited
  • 2014Money demand and the role of monetary indicators in forecasting euro area inflation42 cited
  • 2007Wealth effects on money demand in the euro area42 cited
  • 2004Towards a Monthly Business Cycle Chronology for the Euro Area38 cited
  • 2004Issues in Money Demand: The Case of Europe37 cited
  • 2007A macroeconometric model for the Euro economy33 cited
  • 2001Euro Area Money Demand33 cited
  • 2004The euro area viewed as a single economy: how does it respond to shocks?29 cited
  • 2015Unconventional monetary policy and money demand25 cited
  • 2002Forecasting trend output in the Euro area25 cited
  • 2010M3 money demand and excess liquidity in the euro area23 cited