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Volumn 63, Issue 2, 1996, Pages 496-506

Breaks in money demand

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[No Author keywords available]

Indexed keywords


EID: 0030522651     PISSN: 00384038     EISSN: None     Source Type: Journal    
DOI: 10.2307/1061183     Document Type: Article
Times cited : (10)

References (20)
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  • 2
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    • Forecasting and testing in co-integrated systems
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    • (1991) Long-run Economic Relationships , pp. 113-130
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  • 3
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    • Lessons on monetary policy from the 1980s
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    • Friedman, Benjamin M., "Lessons on Monetary Policy from the 1980s." Journal of Economic Perspectives, Summer 1988, 51-72.
    • (1988) Journal of Economic Perspectives , pp. 51-72
    • Friedman, B.M.1
  • 4
    • 0000091158 scopus 로고
    • Money, income, prices, and interest rates
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    • _ and Kenneth N. Kuttner, "Money, Income, Prices, and Interest Rates." American Economic Review, June 1992, 472-92.
    • (1992) American Economic Review , pp. 472-492
    • Kuttner, K.N.1
  • 7
    • 0000567664 scopus 로고
    • The demand for money in the United States: Evidence from cointegration tests
    • May
    • Hafer, R. W. and Dennis W. Jansen, "The Demand for Money in the United States: Evidence from Cointegration Tests." Journal of Money, Credit, and Banking, May 1991, 155-68.
    • (1991) Journal of Money, Credit, and Banking , pp. 155-168
    • Hafer, R.W.1    Jansen, D.W.2
  • 9
    • 0000993413 scopus 로고
    • Long-run income and interest elasticities of money demand in the United States
    • November
    • Hoffman, Dennis L. and Robert H. Rasche, "Long-run Income and Interest Elasticities of Money Demand in the United States." The Review of Economics and Statistics, November 1991, 665-74.
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    • Hoffman, D.L.1    Rasche, R.H.2
  • 10
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration -with application to the demand for money
    • May
    • Johansen, Soren, and Katarina Juselius, "Maximum Likelihood Estimation and Inference on Cointegration -With Application to the Demand for Money." Oxford Bulletin of Economics and Statistics, May 1990, 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 12
    • 0002378331 scopus 로고
    • Critical values for cointegration tests
    • edited by R. F. Engle and C. W. J. Granger. NewYork: Oxford University Press
    • MacKinnon, James G. "Critical Values for Cointegration Tests," in Long-run Economic Relationships, edited by R. F. Engle and C. W. J. Granger. NewYork: Oxford University Press, 1991, pp. 267-76.
    • (1991) Long-run Economic Relationships , pp. 267-276
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  • 14
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    • Monetary dynamics: An application of cointegration and error-correction modeling
    • May
    • Miller, Stephen M., "Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling." Journal of Money, Credit, and Banking. May 1991, 139-54.
    • (1991) Journal of Money, Credit, and Banking , pp. 139-154
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  • 16
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    • The great crash, the oil price shock, and the unit root hypothesis
    • November
    • Perron, Pierre, "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis." Econometrica, November 1989, 1361-1401.
    • (1989) Econometrica , pp. 1361-1401
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  • 17
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    • Optimal use of monetary policy instruments in a simple stochastic macro model
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  • 18
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  • 19
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    • August
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    • Siklos, P.1
  • 20
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    • July
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    • (1992) Journal of Business and Economic Statistics , pp. 251-270
    • Zivot, E.1    Andrews, D.W.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.