-
2
-
-
13844272911
-
Klein's price variability terms in the U.S. demand for money
-
November
-
Allen S.D. Klein's price variability terms in the U.S. demand for money Journal of Money, Credit and Banking 1982, November 525-530
-
(1982)
Journal of Money, Credit and Banking
, pp. 525-530
-
-
Allen, S.D.1
-
3
-
-
0030497395
-
Real exchange-rate volatility and trade flows; The experience of eight European economies
-
Arize A.C. Real exchange-rate volatility and trade flows; The experience of eight European economies International Review of Economics and Finance 5 1996 187-205
-
(1996)
International Review of Economics and Finance
, vol.5
, pp. 187-205
-
-
Arize, A.C.1
-
4
-
-
21344478972
-
The value of time and recent U.S. money demand instability
-
January
-
Arize A.C. & Darrat A.F. The value of time and recent U.S. money demand instability Southern Economic Journal 1994, January 564-578
-
(1994)
Southern Economic Journal
, pp. 564-578
-
-
Arize, A.C.1
Darrat, A.F.2
-
5
-
-
13844282076
-
Does inflation variability affect the demand for money in China? Evidence from error-correction models
-
Spring
-
Arize A.C. & Malindretos J. Does inflation variability affect the demand for money in China? Evidence from error-correction models International Economic Journal 14 2000, Spring 47-60
-
(2000)
International Economic Journal
, vol.14
, pp. 47-60
-
-
Arize, A.C.1
Malindretos, J.2
-
8
-
-
38249016136
-
Why does high inflation raise inflation uncertainty?
-
June
-
Ball L. Why does high inflation raise inflation uncertainty? Journal of Monetary Economics 1992, June 371-378
-
(1992)
Journal of Monetary Economics
, pp. 371-378
-
-
Ball, L.1
-
9
-
-
84963017835
-
The transactions demand for cash: An inventory theoretic approach
-
Baumol W.J. The transactions demand for cash: An inventory theoretic approach Quarterly Journal of Economics 66 1952 545-556
-
(1952)
Quarterly Journal of Economics
, vol.66
, pp. 545-556
-
-
Baumol, W.J.1
-
11
-
-
0000364634
-
The demand for money and the variability of the rate of inflation: Some empirical results
-
June
-
Blejer M.I. The demand for money and the variability of the rate of inflation: Some empirical results International Economic Review 1979, June 545-549
-
(1979)
International Economic Review
, pp. 545-549
-
-
Blejer, M.I.1
-
12
-
-
85005214032
-
Inflation, hedging and the demand for money
-
December
-
Boonekamp C.F.J. Inflation, hedging and the demand for money American Economic Review 1978, December 821-833
-
(1978)
American Economic Review
, pp. 821-833
-
-
Boonekamp, C.F.J.1
-
13
-
-
84977369202
-
Money demand during hyperinflation and stabilization: Bolivia, 1980-1988
-
April
-
Carlos Asiles M. Honohan P. McNelis P.D. Money demand during hyperinflation and stabilization: Bolivia, 1980-1988 Economic Inquiry 31 1993, April 262-273
-
(1993)
Economic Inquiry
, vol.31
, pp. 262-273
-
-
Carlos, A.M.1
Honohan, P.2
McNelis, P.D.3
-
14
-
-
84981676740
-
Finite sample sizes of Johansen's likelihood ratio tests for cointegration
-
Cheung Y.W. Lai K.S. Finite sample sizes of Johansen's likelihood ratio tests for cointegration Oxford Bulletin of Economics and Statistics 55 1993 313-328
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, pp. 313-328
-
-
Cheung, Y.W.1
Lai, K.S.2
-
15
-
-
0043285401
-
Does interest rate volatility affect the U.S. M1 demand function? Evidence from cointegration
-
December
-
Choudhry T. Does interest rate volatility affect the U.S. M1 demand function? Evidence from cointegration The Manchester School 67 6 1999, December 621-648
-
(1999)
The Manchester School
, vol.67
, Issue.6
, pp. 621-648
-
-
Choudhry, T.1
-
16
-
-
0009285303
-
Empirical analysis of macroeconomic time series: VAR and structural models
-
Clements M.P. & Mizon G.E. Empirical analysis of macroeconomic time series: VAR and structural models European Economic Review 35 1991 161-178
-
(1991)
European Economic Review
, vol.35
, pp. 161-178
-
-
Clements, M.P.1
Mizon, G.E.2
-
17
-
-
84986398323
-
Interpreting an error correction model: Partial adjustment, forward looking behavior, and dynamic, international money demand
-
January-March
-
Domowitz I. & Hakkio C.S. Interpreting an error correction model: Partial adjustment, forward looking behavior, and dynamic, international money demand Journal of Applied Econometrics 5 1990, January-March 29-46
-
(1990)
Journal of Applied Econometrics
, vol.5
, pp. 29-46
-
-
Domowitz, I.1
Hakkio, C.S.2
-
18
-
-
84981466886
-
The early stages of financial innovation and money demand in France and Italy
-
June
-
Dooley M.P. Spinelli F. The early stages of financial innovation and money demand in France and Italy The Manchester School 1989, June 107-124
-
(1989)
The Manchester School
, pp. 107-124
-
-
Dooley, M.P.1
Spinelli, F.2
-
19
-
-
0001005120
-
Estimates of the variance of U.S. inflation based upon the ARCH model
-
August
-
Engle R.F. Estimates of the variance of U.S. inflation based upon the ARCH model Journal of Money, Credit, and Banking 1983, August 286-301
-
(1983)
Journal of Money, Credit, and Banking
, pp. 286-301
-
-
Engle, R.F.1
-
20
-
-
0000013567
-
Cointegration and error-correction: Representation, estimation, and testing
-
Engle R.F. & Granger C.W.J. Cointegration and error-correction: Representation, estimation, and testing Econometrica 55 1987 251-276
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
21
-
-
85011196008
-
Special section on exogeneity, cointegration, and economic policy analysis: Associate editor's introduction
-
Ericsson N.R. Special section on exogeneity, cointegration, and economic policy analysis: Associate editor's introduction Journal of Business and Economic Statistics 16 1998 369
-
(1998)
Journal of Business and Economic Statistics
, vol.16
, pp. 369
-
-
Ericsson, N.R.1
-
23
-
-
0002721475
-
The quantity theory of money: A restatement
-
M. Friedman (Ed.), Chicago: University of Chicago Press
-
Friedman M. The quantity theory of money: A restatement in: Friedman M. (Ed.), The quantity theory of money 1956 University of Chicago Press Chicago
-
(1956)
The Quantity Theory of Money
-
-
Friedman, M.1
-
24
-
-
13844282077
-
Forecast dispersion as a measure of economic dispersion
-
Spring
-
Garner C.A. Forecast dispersion as a measure of economic dispersion Quarterly Review of Economics and Business 1985, Spring 58-73
-
(1985)
Quarterly Review of Economics and Business
, pp. 58-73
-
-
Garner, C.A.1
-
25
-
-
0032454874
-
Monetary dynamics in Ghana: Evidence from cointegration, error-correction modeling and exogeneity
-
Ghartey E.E. Monetary dynamics in Ghana: Evidence from cointegration, error-correction modeling and exogeneity Journal of Development Economics 57 1998 473-486
-
(1998)
Journal of Development Economics
, vol.57
, pp. 473-486
-
-
Ghartey, E.E.1
-
26
-
-
13844282078
-
Profit possibilities in currency markets: Arbitrage, hedging and speculation
-
in press
-
Ghosh D.K. Arize A.C. Profit possibilities in currency markets: Arbitrage, hedging and speculation The Financial Review 38 2003 473-496 in press
-
(2003)
The Financial Review
, vol.38
, pp. 473-496
-
-
Ghosh, D.K.1
Arize, A.C.2
-
27
-
-
0035995693
-
Editors' introduction to twentieth anniversary commemorative issue of the Journal of Business and Economic Statistics
-
January
-
Ghysels E. & Hall A. Editors' introduction to twentieth anniversary commemorative issue of the Journal of Business and Economic Statistics Journal of Business and Economic Statistics 20 1 2000, January 1
-
(2000)
Journal of Business and Economic Statistics
, vol.20
, Issue.1
, pp. 1
-
-
Ghysels, E.1
Hall, A.2
-
29
-
-
0002337322
-
The demand for money in an open economy: Germany and the United Kingdom
-
Jaunary
-
Hamburger M.J. The demand for money in an open economy: Germany and the United Kingdom Journal of Monetary Economics 3 1977, Jaunary 25-50
-
(1977)
Journal of Monetary Economics
, vol.3
, pp. 25-50
-
-
Hamburger, M.J.1
-
30
-
-
84952494734
-
Tests for parameter stability in regressions with I(1) processes
-
July
-
Hansen B.E. Tests for parameter stability in regressions with I(1) processes Journal of Business and Economic Statistics 10 1992, July 321-335
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 321-335
-
-
Hansen, B.E.1
-
31
-
-
0002431962
-
Econometric methodology: A personal perspective
-
T. Bewley (Ed.), Cambridge, UK: Cambridge University Press
-
Hendry D.F. Econometric methodology: A personal perspective in: Bewley T. (Ed.), Advances in econometrics Vol. 2 1987 29-48 Cambridge University Press Cambridge, UK
-
(1987)
Advances in Econometrics
, vol.2
, pp. 29-48
-
-
Hendry, D.F.1
-
33
-
-
0001092189
-
Modeling the demand for narrow money in the United Kingdom and the United States
-
May
-
Hendry D.F. & Ericsson N.R. Modeling the demand for narrow money in the United Kingdom and the United States European Economic Review 35 1991, May 833-886
-
(1991)
European Economic Review
, vol.35
, pp. 833-886
-
-
Hendry, D.F.1
Ericsson, N.R.2
-
35
-
-
13844256044
-
-
International Financial Statistics, International Monetary Fund, Washington DC, CD-ROM
-
International Financial Statistics, International Monetary Fund, Washington DC, CD-ROM, 2000.
-
(2000)
-
-
-
36
-
-
84981621724
-
Determination of cointegration rank in the presence of a linear trend
-
Johansen S. Determination of cointegration rank in the presence of a linear trend Oxford Bulletin of Economics and Statistics 54 1992 383-397
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 383-397
-
-
Johansen, S.1
-
38
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration with applications to demand for money
-
May
-
Johansen S. & Juselius K. Maximum likelihood estimation and inference on cointegration with applications to demand for money Oxford Bulletin of Economics and Statistics 1990, May 169-210
-
(1990)
Oxford Bulletin of Economics and Statistics
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
39
-
-
0001501610
-
The search for a stable money demand function: A survey of the post-1973 literature
-
Judd J.P. & Scadding J.L. The search for a stable money demand function: A survey of the post-1973 literature Journal of Economic Literature 20 3 1982 993-1023
-
(1982)
Journal of Economic Literature
, vol.20
, Issue.3
, pp. 993-1023
-
-
Judd, J.P.1
Scadding, J.L.2
-
40
-
-
44049113090
-
Domestic and foreign effects on prices in an open economy: The case of Denmark
-
Juselius K. Domestic and foreign effects on prices in an open economy: The case of Denmark Journal of Policy Modelling 14 1992 401-428
-
(1992)
Journal of Policy Modelling
, vol.14
, pp. 401-428
-
-
Juselius, K.1
-
41
-
-
4244109492
-
The demand for money and variability of the rate of inflation: An empirical note
-
Khan A.H. The demand for money and variability of the rate of inflation: An empirical note Economics Letters 10 1982 257-261
-
(1982)
Economics Letters
, vol.10
, pp. 257-261
-
-
Khan, A.H.1
-
42
-
-
0001617708
-
The demand for quality adjusted cash balances: Price uncertainty in the U.S. demand for money function
-
August
-
Klein B. The demand for quality adjusted cash balances: Price uncertainty in the U.S. demand for money function Journal of Political Economy 1977, August 691-715
-
(1977)
Journal of Political Economy
, pp. 691-715
-
-
Klein, B.1
-
43
-
-
38249019698
-
A liquidity-in-advance model of the demand for money under price uncertainty
-
Mizrach B. & Santomero A. A liquidity-in-advance model of the demand for money under price uncertainty Journal of Monetary Economics 26 1990 143-159
-
(1990)
Journal of Monetary Economics
, vol.26
, pp. 143-159
-
-
Mizrach, B.1
Santomero, A.2
-
44
-
-
0000631178
-
A note with quantiles of the asymptotic distributions of the maximum likelihood cointegration ranks test statistics: Four cases
-
August
-
Osterwald-Lenum M. 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 1992, August 461-472
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
45
-
-
0001447776
-
Econometric issues in the analysis of regressions with generated regressors
-
February
-
Pagan A.R. Econometric issues in the analysis of regressions with generated regressors International Economic Review 25 1984, February 221-247
-
(1984)
International Economic Review
, vol.25
, pp. 221-247
-
-
Pagan, A.R.1
-
46
-
-
84986346816
-
The econometric analysis of models, with risk terms
-
May/June
-
Pagan A.R. & Ullah A. The econometric analysis of models, with risk terms Journal of Applied Econometrics 3 1988, May/June 87-105
-
(1988)
Journal of Applied Econometrics
, vol.3
, pp. 87-105
-
-
Pagan, A.R.1
Ullah, A.2
-
48
-
-
0003412616
-
-
Working Paper, 88-23 Ithaca, New York: Cornell University, Department of Economics
-
Park J.Y. & Choi B. A new approach to testing for a unit root Working Paper, 88-23 1988 Cornell University, Department of Economics Ithaca, New York
-
(1988)
A New Approach to Testing for a Unit Root
-
-
Park, J.Y.1
Choi, B.2
-
49
-
-
13844272909
-
The demand for money and the variability of the rate of inflation (India-1950-51 to 1977-78)
-
Paul T.M. The demand for money and the variability of the rate of inflation (India-1950-51 to 1977-78) Indian Economic Journal 29 1981 65-74
-
(1981)
Indian Economic Journal
, vol.29
, pp. 65-74
-
-
Paul, T.M.1
-
50
-
-
85005426941
-
Inflation uncertainty and the demand for money
-
July
-
Smirlock M. Inflation uncertainty and the demand for money Economic Inquiry 1982, July 355-364
-
(1982)
Economic Inquiry
, pp. 355-364
-
-
Smirlock, M.1
-
52
-
-
38249030214
-
Inflation risk and the speed of adjustment in short-run money demand functions
-
May
-
Sweeney R.J. Inflation risk and the speed of adjustment in short-run money demand functions Economics Letters 26 1988, May 271-276
-
(1988)
Economics Letters
, vol.26
, pp. 271-276
-
-
Sweeney, R.J.1
-
53
-
-
0001651125
-
The interest elasticity of transactions demand for cash
-
Tobin J. The interest elasticity of transactions demand for cash Review of Economics and Statistics 38 1956 241-247
-
(1956)
Review of Economics and Statistics
, vol.38
, pp. 241-247
-
-
Tobin, J.1
-
55
-
-
0002708891
-
Demand for money in developing countries - Some theoretical and empirical results
-
Wong C. Demand for money in developing countries - Some theoretical and empirical results Journal of Monetary Economics 3 1977 59-86
-
(1977)
Journal of Monetary Economics
, vol.3
, pp. 59-86
-
-
Wong, C.1
|