-
1
-
-
0000013567
-
Cointegration and error correction: Representation, estimation, and testing
-
March
-
Engle, Robert F. and C. W. J. Granger, "Cointegration and Error Correction: Representation, Estimation, and Testing." Econometrica, March 1987, 251-76.
-
(1987)
Econometrica
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
2
-
-
0010138443
-
Forecasting and testing in co-integrated systems
-
edited by R. F. Engle and C. W. J. Granger. New York: Oxford University Press
-
_ and Sam Yoo. "Forecasting and Testing in Co-integrated Systems," in Long-run Economic Relationships, edited by R. F. Engle and C. W. J. Granger. New York: Oxford University Press, 1991, pp. 113-30.
-
(1991)
Long-run Economic Relationships
, pp. 113-130
-
-
Yoo, S.1
-
3
-
-
0002217216
-
Lessons on monetary policy from the 1980s
-
Summer
-
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
-
Money, income, prices, and interest rates
-
June
-
_ 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
-
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
-
8
-
-
0001218425
-
The behavior of money demand in the 1980s
-
November
-
Hetzel, Robert L. and Yash P. Mehra, "The Behavior of Money Demand in the 1980s." Journal of Money, Credit, and Banking, November 1989, 455-63.
-
(1989)
Journal of Money, Credit, and Banking
, pp. 455-463
-
-
Hetzel, R.L.1
Mehra, Y.P.2
-
9
-
-
0000993413
-
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.
-
(1991)
The Review of Economics and Statistics
, pp. 665-674
-
-
Hoffman, D.L.1
Rasche, R.H.2
-
10
-
-
84981579311
-
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
-
11
-
-
84981573691
-
The power of cointegration tests
-
August
-
Kremers, Jeroen, Neil Ericsson, and Juan Dolado, "The Power of Cointegration Tests." Oxford Bulletin of Economics and Statistics, August 1992, 325-48.
-
(1992)
Oxford Bulletin of Economics and Statistics
, pp. 325-348
-
-
Kremers, J.1
Ericsson, N.2
Dolado, J.3
-
12
-
-
0002378331
-
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
-
-
MacKinnon, J.G.1
-
14
-
-
0000150641
-
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
-
-
Miller, S.M.1
-
16
-
-
0000899296
-
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
-
-
Perron, P.1
-
17
-
-
0001364413
-
Optimal use of monetary policy instruments in a simple stochastic macro model
-
May
-
Poole, William, "Optimal Use of Monetary Policy Instruments in a Simple Stochastic Macro Model." Quarterly Journal of Economics, May 1970, 197-216.
-
(1970)
Quarterly Journal of Economics
, pp. 197-216
-
-
Poole, W.1
-
18
-
-
0002814040
-
Effects of model specification on tests for unit roots in macroeconomic data
-
July
-
Schwert, William, "Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data." Journal of Monetary Economics, July 1987, 73-103.
-
(1987)
Journal of Monetary Economics
, pp. 73-103
-
-
Schwert, W.1
-
19
-
-
21144471783
-
Income velocity and institutional change: Some new time series evidence, 1870-1986
-
August
-
Siklos, Pierre, "Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986." Journal of Money, Credit, and Banking, August 1993, 377-92.
-
(1993)
Journal of Money, Credit, and Banking
, pp. 377-392
-
-
Siklos, P.1
-
20
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit root hypothesis
-
July
-
Zivot, Eric and Donald W. K. Andrews, "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit Root Hypothesis." Journal of Business and Economic Statistics, July 1992, 251-70.
-
(1992)
Journal of Business and Economic Statistics
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|