-
1
-
-
0037145574
-
Stability of the money demand function: Evidence from Ghana
-
Andoh, S. K. and Chapell, D. (2002) Stability of the money demand function: evidence from Ghana, Applied Economics Letters, 9, 875-8.
-
(2002)
Applied Economics Letters
, vol.9
, pp. 875-878
-
-
Andoh, S.K.1
Chapell, D.2
-
2
-
-
0001758906
-
Heteroscedasticity and autocorrelation consistent covariance matrix estimation
-
Andrews, D. W. K. (1991) Heteroscedasticity and autocorrelation consistent covariance matrix estimation, Econometrica, 59, 817-58.
-
(1991)
Econometrica
, vol.59
, pp. 817-858
-
-
Andrews, D.W.K.1
-
3
-
-
0000383942
-
An improved heteroscedasticity and autocorrelation consistent covariance matrix estimator
-
Andrews, D. W. K. and Monahan, J. C. (1992) An improved heteroscedasticity and autocorrelation consistent covariance matrix estimator, Econometrica, 60, 953-66.
-
(1992)
Econometrica
, vol.60
, pp. 953-966
-
-
Andrews, D.W.K.1
Monahan, J.C.2
-
4
-
-
0030101189
-
The demand for money in Japan: Evidence from cointegration analysis
-
Bahmani-Oskooee, M. and Shabsigh, G. (1996) The demand for money in Japan: evidence from cointegration analysis, Japan and the World Economy, 8, 1-10.
-
(1996)
Japan and the World Economy
, vol.8
, pp. 1-10
-
-
Bahmani-Oskooee, M.1
Shabsigh, G.2
-
5
-
-
84881847928
-
Recursive and sequential tests of the unit-root and trend-break hypothesis: Theory and international evidence
-
Banerjee, A., Lumsdaine, R. and Stock, J. (1992) Recursive and sequential tests of the unit-root and trend-break hypothesis: theory and international evidence, Journal of Business and Economic Statistics, 10, 271-87.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 271-287
-
-
Banerjee, A.1
Lumsdaine, R.2
Stock, J.3
-
6
-
-
0010865121
-
The long-run money demand function in the United Kingdom: Stable or unstable?
-
Choudhry, T. (1992) The long-run money demand function in the United Kingdom: stable or unstable?, Journal of Economics and Business, 44, 335-44.
-
(1992)
Journal of Economics and Business
, vol.44
, pp. 335-344
-
-
Choudhry, T.1
-
7
-
-
0038007961
-
Instability in cointegration regression: A brief review with an application to money demand in Portugal
-
Gabriel, V. J. C. R. de A., Lopes, A. C. B. da S. and Nunes, L. C. (2003) Instability in cointegration regression: a brief review with an application to money demand in Portugal, Applied Economics, 35, 893-900.
-
(2003)
Applied Economics
, vol.35
, pp. 893-900
-
-
De A. Gabriel, V.J.C.R.1
Lopes, A.C.B.daS.2
Nunes, L.C.3
-
8
-
-
0034870347
-
A Swedish real estate stock market index, 1939-1998
-
Graflund, A. (2001) A Swedish real estate stock market index, 1939-1998, Scandinavian Economic History Review, 49, 83-99.
-
(2001)
Scandinavian Economic History Review
, vol.49
, pp. 83-99
-
-
Graflund, A.1
-
9
-
-
0008312427
-
Residual-based tests for cointegration in models with regime shifts
-
Gregory, A. W. and Hansen, B. E. (1996) Residual-based tests for cointegration in models with regime shifts, Journal of Econometrics, 70, 99-126.
-
(1996)
Journal of Econometrics
, vol.70
, pp. 99-126
-
-
Gregory, A.W.1
Hansen, B.E.2
-
10
-
-
2342617542
-
Multivariate tests for autocorrelation in the stable and unstable VAR models
-
Hatemi-J, A. (2004) Multivariate tests for autocorrelation in the stable and unstable VAR models, Economic Modelling, 21, 661-83.
-
(2004)
Economic Modelling
, vol.21
, pp. 661-683
-
-
Hatemi-J, A.1
-
11
-
-
24344485502
-
Modelling the demand for money in Sweden: A cointegration approach
-
Hatemi-J, A. and Irandoust, M. (2001) Modelling the demand for money in Sweden: a cointegration approach, Southern Business and Economic Journal, 23, 175-89.
-
(2001)
Southern Business and Economic Journal
, vol.23
, pp. 175-189
-
-
Hatemi-J, A.1
Irandoust, M.2
-
12
-
-
2942605732
-
Monetary transmission in Germany: Lessons for the Euro area
-
Hubrich, K. and Vlaar, P. (2004) Monetary transmission in Germany: lessons for the Euro area, Empirical Economics, 29, 383-414.
-
(2004)
Empirical Economics
, vol.29
, pp. 383-414
-
-
Hubrich, K.1
Vlaar, P.2
-
13
-
-
84981579311
-
Maximum likelihood estimation and inferences on cointegration with application to the demand for money
-
Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inferences on cointegration with application to the demand for money, Oxford Bulletin of Economics and Statistics, 52, 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
14
-
-
0008847831
-
On the stability of the long-run money demand in Greece
-
Karfakis, C. and Sidiropoulos, M. (2000) On the stability of the long-run money demand in Greece, Applied Economics Letters, 7, 83-6.
-
(2000)
Applied Economics Letters
, vol.7
, pp. 83-86
-
-
Karfakis, C.1
Sidiropoulos, M.2
-
15
-
-
0345119080
-
A smooth transition regression equation of the demand for UK M0
-
Khadaroo, A. J. (2003) A smooth transition regression equation of the demand for UK M0, Applied Economics Letters, 10, 769-73.
-
(2003)
Applied Economics Letters
, vol.10
, pp. 769-773
-
-
Khadaroo, A.J.1
-
16
-
-
0000261104
-
Cointegration tests of a long-run relation between money demand and the effective exchange rate
-
McNown, R. and Wallace, M. S. (1992) Cointegration tests of a long-run relation between money demand and the effective exchange rate, Journal of International Money and Finance, 11, 107-14.
-
(1992)
Journal of International Money and Finance
, vol.11
, pp. 107-114
-
-
McNown, R.1
Wallace, M.S.2
-
17
-
-
0000150641
-
Monetary dynamics: An application of cointegration and error-correction modeling
-
Miller, S. M. (1991) Monetary dynamics: an application of cointegration and error-correction modeling, Journal of Money, Credit, and Banking, 23, 139-54.
-
(1991)
Journal of Money, Credit, and Banking
, vol.23
, pp. 139-154
-
-
Miller, S.M.1
-
18
-
-
0001065452
-
The long-run stability of the demand for money: Italy 1861-1996
-
Muscatelli, V. A. and Spinelli, F. (2000) The long-run stability of the demand for money: Italy 1861-1996, Journal of Monetary Economics, 45, 717-39.
-
(2000)
Journal of Monetary Economics
, vol.45
, pp. 717-739
-
-
Muscatelli, V.A.1
Spinelli, F.2
-
19
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W. K. and West, D. K. (1987) A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703-8.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, D.K.2
-
20
-
-
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, 1361-401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
21
-
-
0000308535
-
Time series regression with a unit root
-
Phillips, P. C. B. (1987) Time series regression with a unit root, Econometrica, 55, 277-301.
-
(1987)
Econometrica
, vol.55
, pp. 277-301
-
-
Phillips, P.C.B.1
-
22
-
-
0000784320
-
Asymptotic properties of residual based tests for cointegration
-
Phillips, P. C. B. and Ouliaris, C. (1990) Asymptotic properties of residual based tests for cointegration, Econometrica, 58, 165-93.
-
(1990)
Econometrica
, vol.58
, pp. 165-193
-
-
Phillips, P.C.B.1
Ouliaris, C.2
-
23
-
-
0035027097
-
Time-varying parameter error correction models: The demand for money in Venezuela, 1983.I-1994.IV
-
Ramajo, J. (2001) Time-varying parameter error correction models: the demand for money in Venezuela, 1983.I-1994.IV, Applied Economics, 33, 771-82.
-
(2001)
Applied Economics
, vol.33
, pp. 771-782
-
-
Ramajo, J.1
-
24
-
-
24344478183
-
-
SAF (Svenska Arbetsgivarföreningen, Swedish Employer's Confederation) Wallin & Dalholm Boktr. AB, Lund
-
SAF (Svenska Arbetsgivarföreningen, Swedish Employer's Confederation) (1998) Facts about the Swedish Economy, Wallin & Dalholm Boktr. AB, Lund.
-
(1998)
Facts About the Swedish Economy
-
-
-
25
-
-
0041932514
-
Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000
-
Slavova, S. (2003) Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000, Applied Economics, 35, 1303-16.
-
(2003)
Applied Economics
, vol.35
, pp. 1303-1316
-
-
Slavova, S.1
-
26
-
-
0000190895
-
A survey of recent empirical money demand studies
-
IMF Staff Papers
-
Sriram, S. S. (2001) A survey of recent empirical money demand studies, IMF Staff Papers, 47, 334-65.
-
(2001)
, vol.47
, pp. 334-365
-
-
Sriram, S.S.1
-
27
-
-
28444488750
-
Further evidence on the great crash, the oil shock, and the unit-root hypothesis
-
Zivot, E. and Andrews, D. W. K. (1992) Further evidence on the great crash, the oil shock, and the unit-root hypothesis, Journal of Business and Economic Statistics, 10, 251-70.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|