메뉴 건너뛰기




Volumn 36, Issue 8, 2004, Pages 817-838

A money demand system for euro area M3

Author keywords

[No Author keywords available]

Indexed keywords

BOOTSTRAPPING; DEMAND ANALYSIS; EUROPEAN MONETARY UNION; MACROECONOMICS;

EID: 3142760256     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684042000229541     Document Type: Article
Times cited : (53)

References (33)
  • 2
    • 85016834058 scopus 로고
    • The Federal Funds rate and the channels of monetary transmission
    • Bernanke, B. S. and Blinder, A. S. (1992) The Federal Funds rate and the channels of monetary transmission, American Economic Review, 82, 901-21.
    • (1992) American Economic Review , vol.82 , pp. 901-921
    • Bernanke, B.S.1    Blinder, A.S.2
  • 4
    • 85016078433 scopus 로고
    • The dynamic effects of aggregate demand and aggregate supply disturbances
    • Blanchard, O. and D. Quah (1989) The dynamic effects of aggregate demand and aggregate supply disturbances, American Economic Review, 79, 653-58.
    • (1989) American Economic Review , vol.79 , pp. 653-658
    • Blanchard, O.1    Quah, D.2
  • 5
    • 0000749762 scopus 로고
    • Identification and the liquidity effect of a monetary policy shock
    • (Eds) A. Cukierman, L. Z. Hercowitz and L. Leiderman, MIT Press, Cambridge MA
    • Christiano, L. J. and Eichenbaum, M. (1992) Identification and the liquidity effect of a monetary policy shock, in Business Cycles, Growth and Political Economy (Eds) A. Cukierman, L. Z. Hercowitz and L. Leiderman, MIT Press, Cambridge MA, pp. 335-70.
    • (1992) Business Cycles, Growth and Political Economy , pp. 335-370
    • Christiano, L.J.1    Eichenbaum, M.2
  • 9
    • 0029507710 scopus 로고
    • Does the long-term interest rate predict future inflation? A multi-country analysis
    • Engsted, T. (1995) Does the long-term interest rate predict future inflation? A multi-country analysis, Review of Economics and Statistics, 77, 42-54.
    • (1995) Review of Economics and Statistics , vol.77 , pp. 42-54
    • Engsted, T.1
  • 11
    • 0001119285 scopus 로고    scopus 로고
    • The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
    • Estrella, A. and Mishkin, F. (1997) The predictive power of the term structure of interest rates in Europe and the United States: implications for the European Central Bank, European Economic Review, 41, 1375-401.
    • (1997) European Economic Review , vol.41 , pp. 1375-1401
    • Estrella, A.1    Mishkin, F.2
  • 12
    • 0003310743 scopus 로고    scopus 로고
    • Long-run money demand in the EU: Evidence for area-wide aggregates
    • (Eds) H. Lütkephol and J. Wolters, Physical-Verlag, Heidelberg
    • Fagan, G. and Henry, J. (1999) Long-run money demand in the EU: evidence for area-wide aggregates, in Money Demand in Europe (Eds) H. Lütkephol and J. Wolters, Physical-Verlag, Heidelberg, pp. 217-40.
    • (1999) Money Demand in Europe , pp. 217-240
    • Fagan, G.1    Henry, J.2
  • 13
    • 0039586606 scopus 로고    scopus 로고
    • Wealth and the demand for money in the European Union
    • (Eds) H. H. Lütkephol and J. Wolters, Physica-Verlag, Heidelberg
    • Fase, M. M. G. and Winder, C. C. A. (1999) Wealth and the demand for money in the European Union, in Money Demand in Europe (Eds) H. H. Lütkephol and J. Wolters, Physica-Verlag, Heidelberg, pp. 241-58.
    • (1999) Money Demand in Europe , pp. 241-258
    • Fase, M.M.G.1    Winder, C.C.A.2
  • 14
    • 0003726469 scopus 로고    scopus 로고
    • A long run structural macroeconometric model of the UK
    • University of Cambridge (revised version October 1999)
    • Garrat, A., Lee, K., Pesaran, M. H. and Shin, Y. (1999) A long run structural macroeconometric model of the UK, DAE Working Paper No. 9812, University of Cambridge (revised version October 1999).
    • (1999) DAE Working Paper No. 9812
    • Garrat, A.1    Lee, K.2    Pesaran, M.H.3    Shin, Y.4
  • 15
    • 0006136330 scopus 로고    scopus 로고
    • The structural cointegrating VAR approach to macroeconometric modeling
    • (Eds) S. Holly and M. Weale Cambridge University Press, Cambridge
    • Garrat, A., Lee, K., Pesaran, M. H. and Shin, Y. (2000) The structural cointegrating VAR approach to macroeconometric modeling, in Econometric Modelling: Techniques and Applications (Eds) S. Holly and M. Weale Cambridge University Press, Cambridge, pp. 94-131.
    • (2000) Econometric Modelling: Techniques and Applications , pp. 94-131
    • Garrat, A.1    Lee, K.2    Pesaran, M.H.3    Shin, Y.4
  • 17
    • 84981621724 scopus 로고
    • 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, 383-97.
    • (1992) Oxford Bulletin of Economics and Statistics , vol.54 , pp. 383-397
    • Johansen, S.1
  • 18
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration-with application to the demand for money
    • Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference 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
  • 22
    • 85036829547 scopus 로고    scopus 로고
    • A money demand system for M3 in the Unified Germany
    • (Eds) H. Lütkephol and J. Wolters, Physica-Verlag, Heidelberg
    • Lütkephol, H, and Wolters, J. (1999) A money demand system for M3 in the Unified Germany, in Money Demand in Europe (Eds) H. Lütkephol and J. Wolters, Physica-Verlag, Heidelberg, pp. 105-20.
    • (1999) Money Demand in Europe , pp. 105-120
    • Lütkephol, H.1    Wolters, J.2
  • 23
    • 0000403447 scopus 로고
    • Is the Fisher effect for real?
    • Mishkin, F. (1992) Is the Fisher effect for real?, Journal of Monetary Economics, 30, 195-215.
    • (1992) Journal of Monetary Economics , vol.30 , pp. 195-215
    • Mishkin, F.1
  • 24
    • 0001283214 scopus 로고    scopus 로고
    • Cointegration and speed of convergence to equilibrium
    • Pesaran, M. H. and Shin, Y. (1996) Cointegration and speed of convergence to equilibrium, Journal of Econometrics, 71, 177-43.
    • (1996) Journal of Econometrics , vol.71 , pp. 143-177
    • Pesaran, M.H.1    Shin, Y.2
  • 25
    • 0032219575 scopus 로고    scopus 로고
    • Generalized impulse response analysis in linear multivariate models
    • Pesaran, M. H. and Shin, Y. (1998) Generalized impulse response analysis in linear multivariate models, Economics Letters, 58, 17-29.
    • (1998) Economics Letters , vol.58 , pp. 17-29
    • Pesaran, M.H.1    Shin, Y.2
  • 26
    • 0345683539 scopus 로고    scopus 로고
    • Structural analysis of cointegrating VARs
    • Pesaran, M. H and Smith, R. (1998) Structural analysis of cointegrating VARs, Journal of Economics Surveys, 12, 471-505.
    • (1998) Journal of Economics Surveys , vol.12 , pp. 471-505
    • Pesaran, M.H.1    Smith, R.2
  • 27
    • 0003259464 scopus 로고
    • Federal Reserve policy: Causes and effect
    • (Ed.) N.G. Mankiw, NBER Studies in Business Cycles
    • Shapiro, M. D. (1994) Federal Reserve policy: causes and effect, in Monetary Policy (Ed.) N.G. Mankiw, NBER Studies in Business Cycles, 29, pp. 307-34.
    • (1994) Monetary Policy , vol.29 , pp. 307-334
    • Shapiro, M.D.1
  • 28
    • 0002636661 scopus 로고
    • The Gibson Paradox and historical movements in real interest rates
    • Shiller, R. and Siegel, J. (1977) The Gibson Paradox and historical movements in real interest rates, Journal of Political Economy, 83, 891-907.
    • (1977) Journal of Political Economy , vol.83 , pp. 891-907
    • Shiller, R.1    Siegel, J.2
  • 29
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims, Ch. A. (1980) Macroeconomics and reality, Econometrica, 48, 1-48.
    • (1980) Econometrica , vol.48 , pp. 1-48
    • Sims, Ch.A.1
  • 30
    • 44049115762 scopus 로고
    • Interpreting the macroeconomic time series facts
    • Sims, Ch. A. (1992) Interpreting the macroeconomic time series facts, European Economic Review, 36, 975-1000.
    • (1992) European Economic Review , vol.36 , pp. 975-1000
    • Sims, Ch.A.1
  • 33
    • 84946357749 scopus 로고
    • An efficient method of estimating seemingly unrelated regressions, and tests for aggregation bias
    • Zellner, A. (1962) An efficient method of estimating seemingly unrelated regressions, and tests for aggregation bias, Journal of the American Statistical Association, 57, 348-68.
    • (1962) Journal of the American Statistical Association , vol.57 , pp. 348-368
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.