-
1
-
-
0000271786
-
The demand for money: Evidence from developed and less developed economies
-
Adekunle, J. O. (1968). The demand for money: Evidence from developed and less developed economies. International Monetary Fund Staff Papers 15, 220-266.
-
(1968)
International Monetary Fund Staff Papers 15
, vol.15
, pp. 220-266
-
-
Adekunle, J.O.1
-
2
-
-
0009233596
-
Monetary policy in selected Asian countries
-
Aghevli, B. B., Khan, M. S., Narvekar S., & Short, B. K. (1979). Monetary policy in selected Asian countries. International Monetary Fund Staff Papers 32, 775-784.
-
(1979)
International Monetary Fund Staff Papers 32
, vol.32
, pp. 775-784
-
-
Aghevli, B.B.1
Khan, M.S.2
Narvekar, S.3
Short, B.K.4
-
3
-
-
84977395626
-
Money demand and foreign exchange risk: The German case
-
Akhtar, M., & Putnam, B. (1980). Money demand and foreign exchange risk: The German case. Journal of Finance 35, 787-794.
-
(1980)
Journal of Finance 35
, vol.35
, pp. 787-794
-
-
Akhtar, M.1
Putnam, B.2
-
5
-
-
0009300623
-
An econometric investigation of money demand behavior in four Asian developing economies
-
Arize, A. C. (1989). An econometric investigation of money demand behavior in four Asian developing economies. International Economic Journal 3, 79-93.
-
(1989)
International Economic Journal 3
, vol.3
, pp. 79-93
-
-
Arize, A.C.1
-
6
-
-
0028259214
-
A reexamination of the demand for money in small developing economies
-
Arize, A. C. (1994). A reexamination of the demand for money in small developing economies. Journal of Applied Economics 26, 217-227.
-
(1994)
Journal of Applied Economics 26
, vol.26
, pp. 217-227
-
-
Arize, A.C.1
-
7
-
-
21344478972
-
The value of time and recent U.S. money demand instability
-
Arize, A. C., & Darrat, A. (1994). The value of time and recent U.S. money demand instability. Southern Economic Journal 60(3), 564-578.
-
(1994)
Southern Economic Journal 60
, vol.60
, Issue.3
, pp. 564-578
-
-
Arize, A.C.1
Darrat, A.2
-
8
-
-
84963027196
-
The demand for M1 in the U.S.A., 1960-1988
-
Baba, Y., Hendry, D. F., & Starr, R. M. (1988). The demand for M1 in the U.S.A., 1960-1988. Review of Economic Studies 59, 25-61.
-
(1988)
Review of Economic Studies 59
, vol.59
, pp. 25-61
-
-
Baba, Y.1
Hendry, D.F.2
Starr, R.M.3
-
9
-
-
0009289456
-
Long-run elasticities of the demand for money in Korea: Evidence from cointegration analysis
-
Bahmani-Oskooee, M., & Rhee, H.-J. (1994). Long-run elasticities of the demand for money in Korea: Evidence from cointegration analysis. International Economic Journal 8, 1-11.
-
(1994)
International Economic Journal 8
, vol.8
, pp. 1-11
-
-
Bahmani-Oskooee, M.1
Rhee, H.-J.2
-
10
-
-
0001209941
-
Exchange rate sensitivity of the demand for money and effectiveness of fiscal and monetary policies
-
Bahmani-Oskooee, M., & Pourheydarin, M. (1990). Exchange rate sensitivity of the demand for money and effectiveness of fiscal and monetary policies. Applied Economics 22, 1377-1384.
-
(1990)
Applied Economics 22
, vol.22
, pp. 1377-1384
-
-
Bahmani-Oskooee, M.1
Pourheydarin, M.2
-
11
-
-
84881847928
-
Recursive and sequential tests for a unit root: Theory and international evidence
-
Banerjee, A., Lumsdaine, R. L., & Stock, J. H. (1992). Recursive and sequential tests for a unit root: Theory and international evidence. Journal of Business and Economic Statistics 10, 271-287.
-
(1992)
Journal of Business and Economic Statistics 10
, vol.10
, pp. 271-287
-
-
Banerjee, A.1
Lumsdaine, R.L.2
Stock, J.H.3
-
12
-
-
84981689119
-
Estimation of a long-run coefficient in error-correction models
-
Bardsen, G. (1989). Estimation of a long-run coefficient in error-correction models. Oxford Bulletin of Economics and Statistics 51, 345-350.
-
(1989)
Oxford Bulletin of Economics and Statistics 51
, vol.51
, pp. 345-350
-
-
Bardsen, G.1
-
15
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
In O. J. Blanchard & S. Fisher (Eds.), Cambridge: MIT Press
-
Campbell, J. Y., & Perron, P. (1991). Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots. In O. J. Blanchard & S. Fisher (Eds.), NBER (National Bureau of Economic Research) Macroeconomics Annual (pp. 144-201). Cambridge: MIT Press.
-
(1991)
NBER (National Bureau of Economic Research) Macroeconomics Annual
, pp. 144-201
-
-
Campbell, J.Y.1
Perron, P.2
-
16
-
-
0000547801
-
Purchasing power parity under the European monetary system
-
Cheung, Y.-W., Fung, Y.-W., Lai, K. S., & Lo, W.-C. (1995). Purchasing power parity under the European monetary system. Journal of International Money and Finance 14, 179-189.
-
(1995)
Journal of International Money and Finance 14
, vol.14
, pp. 179-189
-
-
Cheung, Y.-W.1
Fung, Y.-W.2
Lai, K.S.3
Lo, W.-C.4
-
17
-
-
84981676740
-
Finite-sample sizes of Johansen's likelihood ratio tests for cointegration
-
Cheung, Y.-W., & Lai, K. S. (1993). Finite-sample sizes of Johansen's likelihood ratio tests for cointegration. Oxford Bulletin of Economics and Statistics 55, 313-328.
-
(1993)
Oxford Bulletin of Economics and Statistics 55
, vol.55
, pp. 313-328
-
-
Cheung, Y.-W.1
Lai, K.S.2
-
18
-
-
0030781617
-
The financial structure and the demand for money in Thailand
-
Chowdhury, A. R. (1997). The financial structure and the demand for money in Thailand. Applied Economics 29, 401-409.
-
(1997)
Applied Economics 29
, vol.29
, pp. 401-409
-
-
Chowdhury, A.R.1
-
19
-
-
0009285303
-
Empirical analysis of macroeconomic time series: VAR and structural models
-
Clements, M. P., & Mizon, G. E. (1991). Empirical analysis of macroeconomic time series: VAR and structural models. European Economic Review 35, 161-178.
-
(1991)
European Economic Review 35
, vol.35
, pp. 161-178
-
-
Clements, M.P.1
Mizon, G.E.2
-
20
-
-
0000949676
-
Money demand, expectations, and the forward-looking model
-
Cuthberston, K., & Taylor, M. P. (1990). Money demand, expectations, and the forward-looking model. Journal of Policy Modelling 12(2), 289-315.
-
(1990)
Journal of Policy Modelling 12
, vol.12
, Issue.2
, pp. 289-315
-
-
Cuthberston, K.1
Taylor, M.P.2
-
21
-
-
84986398323
-
Interpreting an error correction model: Partial adjustment, forward looking behavior, and dynamic, international money demand
-
Domowitz, I., & Hakkio, C. S. (1990). Interpreting an error correction model: Partial adjustment, forward looking behavior, and dynamic, international money demand. Journal of Applied Econometrics 5, 29-46.
-
(1990)
Journal of Applied Econometrics 5
, vol.5
, pp. 29-46
-
-
Domowitz, I.1
Hakkio, C.S.2
-
24
-
-
0000013567
-
Forecasting and testing in cointegrated system
-
Engle, R, & Yoo, B. (1987). Forecasting and testing in cointegrated system. Journal of Applied Econometrics 5, 143-159.
-
(1987)
Journal of Applied Econometrics 5
, vol.5
, pp. 143-159
-
-
Engle, R.1
Yoo, B.2
-
25
-
-
0003280097
-
Expectations and adjustments in the monetary sector
-
Feige, E. (1967). Expectations and adjustments in the monetary sector. American Economic Review 57, 467.
-
(1967)
American Economic Review 57
, vol.57
, pp. 467
-
-
Feige, E.1
-
27
-
-
0008312427
-
Residual-based tests for cointegration in models with regime shifts
-
Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics 70, 99-126.
-
(1996)
Journal of Econometrics 70
, vol.70
, pp. 99-126
-
-
Gregory, A.W.1
Hansen, B.E.2
-
28
-
-
21344486257
-
Economic reforms and long-run money demand in China: Implications for monetary policy
-
Hafer, R. W., & Kutan, A. M. (1994). Economic reforms and long-run money demand in China: Implications for monetary policy. Southern Economic Journal 60, 936-945.
-
(1994)
Southern Economic Journal 60
, vol.60
, pp. 936-945
-
-
Hafer, R.W.1
Kutan, A.M.2
-
32
-
-
0000748086
-
The stability of long-run money demand in five industrial countries
-
Hoffman, D. L., Rasche, R. H., & Tieslau, M. A. (1995). The stability of long-run money demand in five industrial countries. Journal of Monetary Economics 35, 317-339.
-
(1995)
Journal of Monetary Economics 35
, vol.35
, pp. 317-339
-
-
Hoffman, D.L.1
Rasche, R.H.2
Tieslau, M.A.3
-
34
-
-
84981621724
-
Determination of cointegration rank in the presence of a linear trend
-
Johansen, S. (1992). Determination of cointegration rank in the presence of a linear trend. Oxford Bulletin of Economics and Statistics 54, 383-397.
-
(1992)
Oxford Bulletin of Economics and Statistics 54
, vol.54
, pp. 383-397
-
-
Johansen, S.1
-
36
-
-
0000336332
-
Real exchange rate volatility and U.S. bilateral trade: A VAR approach
-
Koray, F., & Lastrapes, W. D. (1989). Real exchange rate volatility and U.S. bilateral trade: A VAR approach. Review of Economics and Statistics 71, 708-712.
-
(1989)
Review of Economics and Statistics 71
, vol.71
, pp. 708-712
-
-
Koray, F.1
Lastrapes, W.D.2
-
37
-
-
0001638116
-
Exchange rates, policy convergence, and the European monetary system
-
MacDonald, R., & Taylor, M. P. (1991). Exchange rates, policy convergence, and the European monetary system. Review of Economics & Statistics 73, 553-558.
-
(1991)
Review of Economics & Statistics 73
, vol.73
, pp. 553-558
-
-
MacDonald, R.1
Taylor, M.P.2
-
39
-
-
38249037223
-
Money demand in open economies: Currency substitution model for Venezuela
-
Marquez, J. (1987). Money demand in open economies: Currency substitution model for Venezuela. Journal of International Money and Finance 6, 167-178.
-
(1987)
Journal of International Money and Finance 6
, vol.6
, pp. 167-178
-
-
Marquez, J.1
-
40
-
-
0001022384
-
Capital mobility and stabilization policy under fixed and flexible exchange rates
-
Mundell, A. R. (1963). Capital mobility and stabilization policy under fixed and flexible exchange rates. Canadian Journal of Economics and Political Science 29, 475-485.
-
(1963)
Canadian Journal of Economics and Political Science 29
, vol.29
, pp. 475-485
-
-
Mundell, A.R.1
-
41
-
-
21844518679
-
Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag
-
Ng, S., & Perron, P. (1995). Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 90, 268-281.
-
(1995)
Journal of the American Statistical Association 90
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
42
-
-
0000631178
-
A note with quantiles of the asymptotic distributions of the maximum likelihood cointegration ranks test statistics: Four cases
-
Osterwald-Lenum, M. (1992). A Note with quantiles of the asymptotic distributions of the maximum likelihood cointegration ranks test statistics: Four cases. Oxford Bulletin of Economics and Statistics 54(3), 461-472.
-
(1992)
Oxford Bulletin of Economics and Statistics 54
, vol.54
, Issue.3
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
43
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57, 1361-1401.
-
(1989)
Econometrica 57
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
45
-
-
0000880923
-
Optimal inference on cointegrating systems
-
Phillips, P. C. B. (1991). Optimal inference on cointegrating systems. Econometrica 59, 283-306.
-
(1991)
Econometrica 59
, vol.59
, pp. 283-306
-
-
Phillips, P.C.B.1
-
46
-
-
84959818799
-
Statistical inference in instrumental variables regression with I(1) processes
-
Phillips, P. C. B., & Hansen, B. E. (1990). Statistical inference in instrumental variables regression with I(1) processes. The Review of Economic Studies 57, 99-125.
-
(1990)
The Review of Economic Studies 57
, vol.57
, pp. 99-125
-
-
Phillips, P.C.B.1
Hansen, B.E.2
-
47
-
-
0039925680
-
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
-
Stock, J. (1991). Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series. Journal of Monetary Economics 28, 435-459.
-
(1991)
Journal of Monetary Economics 28
, vol.28
, pp. 435-459
-
-
Stock, J.1
-
48
-
-
0001527764
-
A simple estimator of cointegrating vectors in higher order integrated systems
-
Stock, J., & Watson, M. (1993). A simple estimator of cointegrating vectors in higher order integrated systems. Econometrica 61, 783-820.
-
(1993)
Econometrica 61
, vol.61
, pp. 783-820
-
-
Stock, J.1
Watson, M.2
-
50
-
-
0000518987
-
A note on the use of proxy variables
-
Wickens, M. (1972). A note on the use of proxy variables. Econometrica 40(2), 759-761.
-
(1972)
Econometrica 40
, vol.40
, Issue.2
, pp. 759-761
-
-
Wickens, M.1
-
51
-
-
38249029526
-
The effects of foreign exchange risk and return on the demand for domestic balances
-
Zilberfarb, B.-Z. (1988). The effects of foreign exchange risk and return on the demand for domestic balances. European Economic Review 32, 1359-1368.
-
(1988)
European Economic Review 32
, vol.32
, pp. 1359-1368
-
-
Zilberfarb, B.-Z.1
|