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Exogeneity, Cointegration, and Economic Policy Analysis
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Exogeneity, Cointegration, and Economic Policy Analysis (1998)Exogeneity, Cointegration, and Economic P…Nonstationarity and nonlinearity in inflation rate: Some further evidence (2012)Nonstationarity and nonlinear…Estimation of the equilibrium exchange rate: The CHEER approach (2010)Estimation of the equilibrium…Measuring regional effects of monetary policy in Canada (2008)Measuring regional effects of…Money, inflation and output in Romania, 1992–2000 (2006)Money, inflation and output i…Separation, Weak Exogeneity and P-T Decompositions in Cointegrated VAR Systems with Common Features (2002)Separation, Weak Exogeneity a…Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom (2000)Testing Dynamic Specification…On the Time‐Series Approach to Econometric Model Building (2000)On the Time‐Series Approach t…Liquidity and Inflation Effects on Consumers' Expenditure (2000)Liquidity and Inflation Effec…Econometric Modelling: The ‘Consumption Function’ In Retrospect (2000)Econometric Modelling: The ‘C…Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (2000)Econometric Modelling of the …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Kurs złoty/euro: teoria i empiria (2013)The Tobit cointegrated vector autoregressive model: An application to the currency market (2019)Trends and random walks in macroeconmic time series (1982)Efficient Tests for an Autoregressive Unit Root (1996)Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis (2019)Asymmetric effect of exchange rate changes on cross-border trade in Nigeria (2020)Exchange rates and trade balance dynamics: a quantile regression analysis (2024)A Theory of Optimum Currency Areas (1961)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)REGIONAL EFFECTS OF MONETARY POLICY IN CHINA: EVIDENCE FROM CHINA'S PROVINCES (2016)THE REGIONAL EFFECTS OF MONETARY POLICY: A SURVEY OF THE EMPIRICAL LITERATURE (2018)Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model (2021)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Estimating Money Demand Function in Cambodia: ARDL Approach (2008)International financial integration in Asian bond markets (2008)An econometric analysis of money demand function in Sudan, 1960 to 2010 (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bank Margin Determination: A Comparison Between Islamic and Conventional Banks in Indonesia (2010)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Common Cycles and Common Trends in Latin America (2002)Exogeneity in Vector Error Correction Models with Purely Exogenous Long‐Run Paths (2003)A characterization of vector autoregressive processes with common cyclical features (2010)The Structure of Scientific Revolutions (1963)Singapore: a Case Study in Rapid Development (1995)Housing Wealth, Credit Conditions and Consumption (2007)Determinants of Real Private Consumption Expenditure in Lesotho (2016)The Determination of Expenditure On Consumer Durables (1980)Specification and estimation of spatial econometric models (1983)
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Cited by

  • 2006Money, inflation and output in Romania, 1992–200041 cited
  • 2008Measuring regional effects of monetary policy in Canada40 cited
  • 2012Nonstationarity and nonlinearity in inflation rate: Some further evidence31 cited
  • 2002Separation, Weak Exogeneity and P-T Decompositions in Cointegrated VAR Systems with Common Features31 cited
  • 2010Estimation of the equilibrium exchange rate: The CHEER approach29 cited
  • 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom26 cited
  • 2000On the Time‐Series Approach to Econometric Model Building25 cited
  • 2000Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom19 cited
  • 2000Liquidity and Inflation Effects on Consumers' Expenditure14 cited
  • 2000Econometric Modelling: The ‘Consumption Function’ In Retrospect11 cited

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