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Chapter 9 Modeling Inflation and Money Demand Using a Fourier-Series Approximation
16 references·0 citing·36 second hop
Chapter 9 Modeling Inflation and Money Demand Using a Fourier-Series Approximation (2006)Chapter 9 Modeling Inflation and Money De…A general test for time dependence in parameters (2004)A general test for time depen…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Testing for Linearity (1999)Testing for LinearityUnit roots and smooth transitions (1998)Unit roots and smooth transit…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Bootstrapping cointegrating regressions (1997)Bootstrapping cointegrating r…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Empirical analysis of macroeconomic time series (1991)Empirical analysis of macroec…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …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…Specification Tests in Econometrics (1978)Specification Tests in Econom…The Case of the Missing Money (1976)The Case of the Missing MoneyTime Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)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)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Statistical analysis of cointegration vectors (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Sample Splitting and Threshold Estimation (2000)Dealing with Structural Breaks (2005)Exploring the international linkages of the euro area: a global VAR analysis (2007)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Money demand in the United States: A quantitative review (1988)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Monetary Theory and Policy, 2nd Edition (2003)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Economic and statistical measures of forecast accuracy (2000)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests (2003)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 1976The Case of the Missing Money567 cited
  • 1998Unit roots and smooth transitions465 cited
  • 1999Testing for Linearity451 cited
  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
  • 2004A general test for time dependence in parameters258 cited
  • 1991Empirical analysis of macroeconomic time series168 cited
  • 1997Bootstrapping cointegrating regressions

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