Money and the economy

Money and the Economy

Volumn , Issue , 2006, Pages 1-331

  Serletis, Apostolos ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84967394996     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/6118     Document Type: Book

References (273)

1. Akaike, H. "Statistical Predictor Identification." Annals of the Institute of Statistical Mathematics 21 (1969a), 203-217.
2. Akaike, H. "Fitting Autoregressions for Prediction." Annals of the Institute of Statistical Mathematics 21 (1969b), 243-247.
3. Alston, J., K.A. Foster, and R. Green. "Estimating Elasticities with the Linear Approximate Ideal Demand System: Some Monte Carlo Results." Review of Economics and Statistics 76 (1994), 351-356.
4. Andrews, D.W.K. "Power in Econometric Applications." Econometrica 57 (1989), 1059-1090.
5. Anderson, G.J. and R.W. Blundell. "Estimation and Hypothesis Testing in Dynamic Singular Equation Systems." Econometrica 50 (1982), 1559-71.
6. Anderson, R.G. and J.G. Thursby. "Confidence Intervals for Elasticity Estimators in Translog Models." Review of Economics and Statistics 68 (1986), 647-656.
7. Anderson, R.G., B.E. Jones, and T.D. Nesmith. "Monetary Aggregation Theory and Statistical Index Numbers." Federal Reserve Bank of St. Louis Review 79 (1997a), 31-51.
8. Anderson, R.G., B.E. Jones, and T.D. Nesmith. "Building New Monetary Services Indexes: Concepts, Data and Methods." Federal Reserve Bank of St. Louis Review 79 (1997b), 53-82.
9. Anderson, R.W. "Perfect Price Aggregation and Empirical Demand Analysis." Econometrica 47 (1979), 1209-30.
10. Atrostic, B.K. "The Demand for Leisure and Nonpecuniary Job Characteristics." American Economic Review 72 (1982), 428-440.
11. Attfield, C.L.F. "Estimating a Cointegrating Demand System." European Economic Review 41 (1997), 61-73.
12. Backus, D.K. and P.J. Kehoe. "International Evidence on the Historical Properties of Business Cycles." American Economic Review 82 (1992), 864-88.
13. Bailey, M.J. "The Welfare Cost of Inflationary Finance." Journal of Political Economy 64 (1956), 93-110.
14. Bali, T.G. "U.S. Money Demand and the Welfare Cost of Inflation in a Currency-Deposit Model." Journal of Economics and Business 52 (2000), 233-258.
15. Banks J., R. Blundell, and A. Lewbel "Quadratic Engel Curves and Consumer Demand." Review of Economics and Statistics 79 (1997), 527-539.
16. Barnett, W.A. "Recursive Subaggregation and a Generalized Hypocy-cloidal Demand Model." Econometrica 45 (1977), 1117-36.
17. Barnett, W.A. "The User Cost of Money." Economics Letters 1 (1978), 145-149.
18. Barnett, W.A. "Economic Monetary Aggregates: An Application of Aggregation and Index Number Theory." Journal of Econometrics 14 (1980), 11-48.
19. Barnett, W.A. Consumer Demand and Labor Supply: Goods, Monetary Assetes, and Time. Amsterdam: North-Holland (1981).
20. Barnett, W.A. "The Optimal Level of Monetary Aggregation." Journal of Money, Credit, and Banking 14 (1982), 687-710.
21. Barnett, W.A. "New Indices of Money Supply and the Flexible Laurent Demand System." Journal of Business and Economic Statistics 1 (1983), 7-23.
22. Barnett, W.A. "The Minflex Laurent Translog Functional Form." Journal of Econometrics 30 (1985), 33-44.
23. Barnett, W.A. "The Microeconomic Theory of Monetary Aggregation." In New Approaches to Monetary Economics, edited by W.A. Barnett and K. Singleton. Cambridge: Cambridge University Press (1987), pp. 115-168.
24. Barnett, W.A. "Developments in Monetary Aggregation Theory." Journal of Policy Modelling 12 (1990), 205-257.
25. Barnett, W.A. "A Reply to Julio J. Rotemberg." In Monetary Policy on the Seventy-Fifth Anniversary of the Federal Reserve System, edited by M.T. Belongia. Deventer: Kluwer (1991), pp. 232-243.
26. Barnett, W.A. "Tastes and Technology: Curvature is not Sufficient for Regularity." Journal of Econometrics 108 (2002), 199-202.
27. Barnett, W.A. and J. Binner (eds). Functional Structure and Approximation in Econometrics. Elsevier, Amsterdam (2004).
28. Barnett, W.A. and P. Chen. "The Aggregation-Theoretic Monetary Aggregates are Chaotic and have Strange Attractors: An Econometric Application of Mathematical Chaos." In Dynamic Econometric Modeling (Proceedings of the Third International Symposium in Economic Theory and Econometrics), edited by W.A. Barnett, E. Berndt, and H. White. Cambridge: Cambridge University Press (1988), pp. 199-246.
29. Barnett, W.A. and S. Choi. "A Monte Carlo Study of Tests of Block-wise Weak Spearability." Journal of Business and Economic Statistics 7 (1989), 363-377.
30. Barnett, W.A. and M.J. Hinich. "Empirical Chaotic Dynamics in Economics." Annals of Operations Research 37 (1993), 1-15.
31. Barnett, W.A. and A. Jonas. "The Müntz-Szatz Demand System: An Application of a Globally Well-Behaved Series Expansion." Economics Letters 11 (1983), 337-42.
32. Barnett, W.A. and Y.W. Lee. "The Global Properties of the Min-flex Laurent, Generalized Leontief, and Translog Flexible Functional Forms." Econometrica 53 (1985), 1421-37.
33. Barnett, W.A. and M. Pasupathy. "Regularity of the Generalized Quadratic Production Model: A Counterexample." Econometric Reviews 22 (2003), 135-154.
34. Barnett, W.A. and P.A. Samuelson (eds). Inside the Economist’s Mind: The History of Modern Economic Thought, as Explained by Those Who Produce It. Boston, Blackwell Publishing (2006).
35. Barnett, W.A. and A. Serletis. The Theory of Monetary Aggregation. Contributions to Economic Analysis 245. Amsterdam: North-Holland (2000).
36. Barnett, W.A. and P. Yue. "Semi-nonparametric Estimation of the Asymptotically Ideal Model: The AIM Demand System." In Advances in Econometrics (vol. 7), edited by G. Rhodes and T.B. Fomby. Greenwich, CT: JAI Press (1988), pp. 229-251.
37. Barnett, W.A., D. Fisher, and A. Serletis. "Consumer Theory and the Demand for Money." Journal of Economic Literature 30 (1992), 2086-2119.
38. Barnett, W.A., J. Geweke, and M. Wolfe. "Semi-nonparametric Bayesian Estimation of the Asymptotically Ideal Production Model." Journal of Econometrics 49 (1991), 5-50.
39. Barnett, W.A., Y.W. Lee, and M.D. Wolfe. "The Three-Dimensional Global Properties of the Minfiex Laurent, Generalized Leontief, and Translog Flexible Functional Forms." Journal of Econometrics 30 (1985), 3-31.
40. Barnett, W.A., Y.W. Lee, and M.D. Wolfe. "The Global Properties of the Two Minfiex Laurent Flexible Functional Forms." Journal of Econometrics 36 (1987), 281-98.
41. Barnett, W.A., E.K. Offenbacher, and P.A. Spindt. "New Concepts of Aggregated Money." Journal of Finance 36 (1981), 497-505.
42. Barnett, W.A., E.K. Offenbacher, and P.A. Spindt. "The New Divisia Monetary Aggregates." Journal of Political Economy 92 (1984), 1049-85.
43. Barnett, W.A., P.A. Spindt, and E.K. Offenbacher. "Empirical Comparisons of Divisia and Simple Sum Monetary Aggregates." Conference Paper № 122, National Bureau of Economic Research, Cambridge, MA, 1981.
44. Barnett, W.A., B. Jones, M. Kirova, T. Nesmith, and M. Pasupathy. "The Nonlinear Skeletons in the Closet." In M. Belongia and J. Binner (eds.), Money, Measurement, and Computation, Palgrave (2005).
45. Barnett, W.A., A.R. Gallant, M.J. Hinich, J.A. Jungeilges, D.T. Kaplan, and M.J. Jensen. "Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size." Journal of Economic Behavior and Organization 27 (1995), 301-320.
46. Barnett, W.A., A.R. Gallant, M.J. Hinich, J.A. Jungeilges, D.T. Kaplan, and M.J. Jensen. "A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos." Journal of Econometrics 82 (1997), 157-192.
47. Barten, A.P. "Maximum Likelihood Estimation of a Complete System of Demand Equations." European Economic Review 1 (1969), 7-73.
48. Baxter, M. and R.G. King. "Approximate Band-Pass Filters for Economic Time Series." NBER Working Paper № 5052 (1995).
49. Belongia, M.T. "Measurement Matters: Recent Results from Monetary Economics Re-examined." Journal of Political Economy 104 (1996), 1065-83.
50. Berndt, E.R. and L.R. Christensen. "The Specification of Technology in U.S. Manufacturing." Working Paper № 18, Bureau of Labor Statistics, Washington, D.C. (1973a).
51. Berndt, E.R. and L.R. Christensen. "The Internal Structure of Functional Relationships: Separability, Substitution and Aggregation." Review of Economic Studies 60 (1973b), 403-10.
52. Berndt, E.R. and E. Savin. "Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances." Econometrica 43 (1975), 937-57.
53. Blackorby, C. and R.R. Russell. "The Morishima Elasticity of Substitution, Symmetry, Constancy, Separability, and its Relationship to the Hicks and Allen Elasticities." Review of Economic Studies 48 (1981), 147-158.
54. Blackorby, C. and R.R. Russell "Will the Real Elasticity of Substitution Please Stand Up? A Comparison of the Allen/Uzawa and Morishima Elasticities." American Economic Review 79 (1989), 882-888.
55. Blackorby, C, D. Nissen, D. Primont, and R.R. Russell. "Recursively Decentralized Decision Making." Econometrica 42 (1974), 487-96.
56. Blackorby, C, D. Primont, and R.R. Russell. "Budgeting, Decentralization, and Aggregation." Annals of Economic and Social Measurement 4/1 (1975), 23-44.
57. Blackorby, C, D. Primont, and R.R. Russell. Duality, Separability and Functional Structure. New York: Elsevier North-Holland, (1978).
58. Blackorby, C, W. Schworm, and T. Fisher. "Testing for the Existence of Input Aggregates in an Economy Production Function." University of British Columbia, Mimeo (1986).
59. Boyer, M. "Rational Demand and Expenditure Patterns under Habit Formation." Journal of Economic Theory 31 (1983), 27-53.
60. Brock, W.A. "Money and Growth: The Case of Long Run Perfect Foresight." International Economic Review 15 (1974), 750-777.
61. Brock, W.A. and C.L. Sayers. "Is the Business Cycle Characterized by Deterministic Chaos" Journal of Monetary Economics 22 (1988), 71-90.
62. Brock, W.A., W.D. Dechert, and J. Scheinkman. "A Test for Independence Based on the Correlation Dimension." Discussion paper, University of Wisconsin-Madison, Dept. of Economics, 1987.
63. Burguete, J.F., A.R. Gallant, and G. Souza. "On Unification of the Asymptotic Theory of Nonlinear Econometric Models." Econometric Reviews 1 (1982), 151-190.
64. Burns, A. and W.C. Mitchell. Measuring Business Cycles. NBER (1946).
65. Buse, A. "Evaluating the Linearized Almost Ideal Demand System." American Journal of Agricultural Economics 76 (1994), 781-793.
66. Cagan, P. "The Monetary Dynamics of Hyperinflation." In Studies in the Quantity Theory of Money, edited by Milton Friedman. Chicago: The University of Chicago Press (1956).
67. Campbell, J. and N.G. Mankiw. "Permanent Income, Current Income, and Consumption." Journal of Business and Economic Statistics 8 (1990), 265-269.
68. Caves, D. and L. Christensen. "Global Properties of Flexible Functional Forms." American Economic Review 70 (1980), 422-432.
69. Chadha, B. and E. Prasad. "Are Prices Countercyclical? Evidence from the G7." Journal of Monetary Economics 34 (1994), 239-57.
70. Chalfant, J.A. "A Globally Flexible Almost Ideal System." Journal of Business and Economic Statistics 5 (1987), 233-242.
71. Chalfant, J.A. and A.R. Gallant. "Estimating Substitution Elasticities with the Fourier Costs Function: Some Monte Carlo Results." Journal of Econometrics 28 (1985), 205-222.
72. Chetty, V.K. "On Measuring the Nearness of Near-Moneys." American Economic Review 59 (1969), 270-281.
73. Chow, G.C. "On the Long-Run and Short-Run Demand for Money." Journal of Political Economy 74 (1966), 111-31.
74. Christensen, L.R., D.W. Jorgenson, and L.J. Lau. "Transcendental Logarithmic Utility Functions." American Economics Review 65 (1975), 367-83.
75. Christiano, L.J. "Money and the U.S. Economy in the 1980s: A Break from the Past?" Federal Reserve Bank of Minneapolis Quarterly Review 10 (1986), 2-13.
76. Christiano, L.J. "Searching for a Break in GNP." Journal of Business and Economic Statistics 10 (1992), 237-250.
77. Cockerline, J. and J. Murray. "Superlative Monetary Aggregation: Some Preliminary Results." Unpublished mimeograph, Bank of Canada, File № 105-7-4, 1981.
78. Cogley, T. and J.M. Nason. "Effects of the Hodrick-Prescott Filter on Trend and Difference Stationary Time Series: Implications for Business Cycle Research." Journal of Economic Dynamics and Control 19 (1995), 253-78.
79. Cooley, T.F. and L.E. Ohanian. "The Cyclical Behavior of Prices." Journal of Monetary Economics 28 (1991), 25-60.
80. Cooper, R.J. and K.R. McLaren. "A System of Demand Equations Satisfying Effectively Global Regularity Conditions." Review of Economics and Statistics 78 (1996), 359-364.
81. Deaton, A. and J. Muellbauer. "An Almost Ideal Demand System." American Economic Review 70 (1980), 312-326.
82. DeCoster, G.P. and D.W. Mitchell. "Nonlinear Monetary Dynamics." Journal of Business and Economic Statistics 9 (1991), 455-462.
83. DeCoster, G.P. and D.W. Mitchell. "A Reply." Journal of Business and Economic Statistics 12 (1994), 136-137.
84. Deneckere, R. and S. Pelikan. "Competitive Chaos." Journal of Economic Theory 40 (1986), 13-25.
85. Denny, M. and M. Fuss. "The Use of Approximation Analysis to Test for Separability and the Existence of Consistent Aggregates." American Economic Review 67 (1977), 404-19.
86. Dickey, D.A. and W.A. Fuller. "Distribution for the Estimators for Autoregressive Time Series With a Unit Root." Journal of the American Statistical Association 74 (1979), 427-431.
87. Dickey, D.A. and W.A. Fuller. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root." Econometrica 49 (1981), 1057-72.
88. Diewert, W.E. "An Application of the Shephard Duality Theorem: a Generalized Leontief Production Function." Journal of Political Economy 79 (1971), 481-507.
89. Diewert, W.E. "Applications of Duality Theory." In Frontiers of Quantitative Economics II, edited by M. Intriligator and D. Kendrick. Amsterdam: North-Holland (1974), pp.106-171.
90. Diewert, W.E. "Exact and Superlative Index Numbers." Journal of Econometrics 4 (1976), 115-146.
91. Diewert, W.E. "Superlative Index Numbers and Consistency in Aggregation." Econometrica 46 (1978), 883-900.
92. Diewert, W.E. "Aggregation Problems in the Measurement of Capital." In The Measurement of Capital, edited by D. Usher. Chicago: University of Chicago Press (1980), pp. 433-528.
93. Diewert, W.E. and T.J. Wales. "Flexible Functional Forms and Global Curvature Conditions." Econometrica 55 (1987), 43-68.
94. Diewert, W.E., M. Avriel, and I. Zang. "Nine Kinds of Quasiconcavity and Concavity." Journal of Economic Theory 25 (1977), 397-420.
95. Donovan, D.J. "Modelling the Demand for Liquid Assets: An Application to Canada." International Monetary Fund Staff Papers 25 (1978), 676-704.
96. Drake, L.M., A.R. Fleissig, and J.L. Swofford. "A Semi-nonparametric Approach to the Demand for U.K. Monetary Assets." Economica 70 (2003), 99-120.
97. Eastwood, B. "Asymptotic Normality and Consistency of Semi-nonparametric Regression Estimators Using an Upwards F-test Truncation Rule." Journal of Econometrics 57 (1991), 307-340.
98. Eastwood, B.J. and A.R. Gallant. "Adaptive Rules for Seminonpara-metric Estimators that Achieve Asymptotic Normality." Econometric Theory 7 (1991), 307-340.
99. Eckmann, J.P., and D. Ruelle. "Ergodic Theory of Strange Attrac-tors." Reviews of Modern Physics 57 (1985), 617-656.
100. Elbadawi, I.A., A.R. Gallant, and G. Sousa. "An Elasticity Can Be Estimated Consistently Without a Prior Knowledge of Functional Form." Econometrica 51 (1983), 1731-1752.
101. Ellner, S., D.W. Nychka, and A.R. Gallant. "LENNS, a Program to Estimate the Dominant Lyapunov Exponent of Noisy Nonlinear Systems from Time Series Data." Institute of Statistics Mimeo Series 2235 (BMA Series 39), North Carolina State University, Statistics Dept. 1992.
102. Engle, R.F. and C.W.J. Granger. "Cointegration and Error Correction: Representation, Estimation and Testing." Econometrica 55 (1987), 251-276.
103. Evans, G.W. and S. Honkapohja. "An Interview of Thomas Sargent," Macroeconomic Dynamics 4 (2005).
104. Barnett, William A. and Paul A. Samuelson (eds.), Inside the Economist’s Mind: The History of Modern Economic Thought, as Explained by Those Who Produce It, Boston, Blackwell Publishing (2006).
105. Ewis, N.A. and D. Fisher. "The Translog Utility Function and the Demand for Money in the United States." Journal of Money, Credit, and Banking 16 (1984), 34-52.
106. Ewis, N.A. and D. Fisher. "Toward a Consistent Estimate of the Substitutability between Money and Newar Monies: An Application of the Fourier Flexible Form." Journal of Macroecononomics 7 (1985), 151-74.
107. Farr, H.T. and D. Johnson. "Revisions in the Monetary Services (Divisia) Indexes of Monetary Aggregates." Board of Governors of the Federal Reserve System, Mimeo (1985).
108. Fayyad, S.K. "Monetary Asset Componenet Grouping and Aggregation: An Inquiry into the Definition of Money." Ph.D. dissertation, University of Texas at Austin (1986).
109. Feige, E.L. and D.K. Pearce. "The Substitutability of Money and Near Monies: A Survey of the Time Series Evidence." Journal of Economic Literature 15 (1977), 439-69.
110. Fiorito, R. and T. Kollintzas. "Stylized Facts of Business Cycles in the G7 from a Real Business Cycles Perspective." European Economic Review 38 (1994), 235-69.
111. Fisher, D. "Money-Demand Variability: A Demand-Systems Approach." Journal of Business and Economic Statistics 10 (1992), 143-152.
112. Fisher, D. and A.R. Fleissig. "Monetary Aggregation and the Demand for Assets." Journal of Money, Credit, and Banking 29 (1997), 458-475.
113. Fisher, D. and A. Serletis. "Velocity and the Growth of Money in the United States, 1970-1985." Journal of Macroeconomics 11 (1989), 323-332.
114. Fisher, D., A.R. Fleissig, and A. Serletis. "An Empirical Comparison of Flexible Demand System Functional Forms." Journal of Applied Econometrics 16 (2001), 59-80.
115. Fisher, I. The Making of Index Numbers: A Study of Their Varieties, Tests, and Reliability. Boston: Houghton Mifflin (1922).
116. Fisher, M. and J. Seater. "Long-Run Neutrality and Superneutrality in an ARIMA Framework." American Economic Review 83 (1993), 402-415.
117. Fleissig, A.R. and A. Serletis. "Semi-Nonparametric Estimates of Substitution for Canadian Monetary Assets." Canadian Journal of Economics 35 (2002), 78-91.
118. Fleissig, A.R. and J.L. Swofford. "A Dynamic Asymptotically Ideal Model of Money Demand." Journal of Monetary Economics 37 (1996), 371-380.
119. Fleissig, A.R. and J.L. Swofford. "Dynamic Asymptotically Ideal Models and Finite Approximation." Journal of Business and Economic Statistics 15 (1997), 482-492.
120. Fleissig, A.R., A.R. Hall, and J.J. Seater. "GARP, Separability, and the Representative Agent." Macroeconomic Dynamics 4 (2000), 324-342.
121. Fleissig, A.R., T. Kastens, and D. Terrell. "Semi-nonparametric Estimates of Substitution Elasticities." Economics Letters 54 (1997), 209-219.
122. Frank, M.Z. and T. Stengos. "Some Evidence Concerning Macroeco-nomic Chaos." Journal of Monetary Economics 22 (1988), 423-438.
123. Frank, M.Z. and T. Stengos. "Measuring the Strangeness of Gold and Silver Rates of Return." Review of Economic Studies 56 (1989), 553-567.
124. Friedman, B.M. "Lessons on Monetary Policy ¿From the 1980s." Journal of Economic Perspectives 2 (1988), 51-72.
125. Friedman, M. "The Quantity Theory of Money - a Restatement." In Studies of the Quantity Theory of Money, edited by M. Friedman. Chicago: University of Chicago Press (1956), pp. 3-21.
126. Friedman, M. The Optimum Quantity of Money and Other Essays. Chicago: University of Chicago Press (1969).
127. Fuller, W.A. Introduction to Statistical Time Series. New York: John Wiley (1976).
128. Fuss, M.A. "The Demand for Energy in Canadian Manufacturing." Journal of Econometrics 5 (1977), 89-116.
129. Gallant, A.R. "On the Bias in Flexible Functional Forms and an Essentially Unbiased Form: The Fourier Flexible Form." Journal of Econometrics 15 (1981), 211-245.
130. Gallant, A.R. "Unbiased Determination of Production Technologies." Journal of Econometrics 20 (1982), 285-323.
131. Gallant, A.R. and G.H. Golub. "Imposing Curvature Restrictions on Flexible Functional Forms." Journal of Econometrics 26 (1984), 295-321.
132. Gallant, A.R. and H. White. "On Learning the Derivatives of an Unknown Mapping with Multilayer Feedforward Networks." Neural Networks 5 (1992), 129-138.
133. Gavin, W.T. and F.E. Kydland. "Endogenous Money Supply and the Business Cycle." Discussion Paper 95-010A, Federal Reserve Bank of St. Louis (July 1995).
134. Gencay, R. and W.D. Dechert. "An Algorithm for the n-Lyapunov Exponents of an n-Dimensional Unknown Dynamical System." Phys-ica D 59 (1992), 142-157.
135. Goldfeld, S.M. "The Demand for Money Revisited." Brookings Papers on Economic Activity (1973), 577-638.
136. Goldfeld, S.M. "The Case of the Missing Money." Brookings Papers on Economic Activity (1976), 683-730.
137. Goodfriend, M. "Interest Rate Smoothing and Price Level Trend-Stationarity." Journal of Monetary Economics 19 (1987), 335-348.
138. Gordon, R.J. "The Short-Run Demand for Money: A Reconsideration." Journal of Money, Credit, and Banking 16 (1984), 403-34.
139. Gorman, W.M. "Separable Utility and Aggregation." Econometrica 27 (1959), 469-81.
140. Gorman, W.M. "On a Class of Preference Fields." Metroeconomica 13 (1961), 53-6.
141. Gould, J. and C. Nelson. "The Stochastic Structure of the Velocity of Money." American Economic Review 64 (1974), 405-418.
142. Granger, C.W.J. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods." Econometrica 37 (1969), 424-438.
143. Granger, C.W.J. "Modelling Nonlinear Relationships Between Extended-Memory Variables." Econometrica 63 (1995), 265-279.
144. Granger, C.W.J, and P. Newbold. "Spurious Regressions in Econometrics." Journal of Econometrics 2 (1974), 111-120.
145. Green, R., D. Rocke, and W. Hahn. "Standard Errors for Elasticities: A Comparison of Bootstrap and Asymptotic Standard Errors." Journal of Business and Economic Statistics 5 (1987), 145-149.
146. Guilkey, D. and C. Lovell. "On the Flexibility of the Translog Approximation." International Economic Review 21 (1980), 137-147.
147. Guilkey, D., C. Lovell, and C. Sickles. "A Ccomparison of the Performance of Three Flexible Functional Forms." International Economic Review 24 (1983), 591-616.
148. Hall, T.E. "Price Cyclically in the Natural Rate - Nominal Demand Shock Model." Journal of Macroeconomics 17 (1995), 257-72.
149. Hall, T.E. and N.R. Noble. "Velocity and the Variability of Money Growth: Evidence From Granger-Causality Tests." Journal of Money, Credit, and Banking 44 (1987), 112-116.
150. Hancock, D. "Aggregation of Monetary Goods: A Production Model." In New Approaches to Monetary Economics, edited by W.A. Barnett and K. Singleton. Cambridge: Cambridge University Press (1987).
151. Haraf, W.S. "Monetary Velocity and Monetary Rules." Cato Journal 6 (1986), 642-662.
152. Hinich, M.J. "Testing for Gaussianity and Linearity of a Stationary Time Series." Journal of Time Series Analysis 3 (1982), 169-176.
153. Heckman, James J. "Interview with James J. Heckman." The Region, Federal Reserve Bank of Minneapolis (June, 2005).
154. Hsiao, C. "Autoregressive Modeling of Canadian Money and Income Data." Journal of the American Statistical Association 74 (1979a), 553-560.
155. Hsiao, C. "Causality Tests in Econometrics." Journal of Economic Dynamics and Control 1 (1979b), 321-346.
156. Hsiao, C. "Autoregressive Modeling and Money-Income Causality Detection." Journal of Monetary Economics 7 (1981), 85-106.
157. Hsieh, D.A. "Chaos and Nonlinear Dynamics: Application to Financial Markets." Journal of Finance 46 (1991), 1839-1877.
158. Huber, P.J. Robust Statistics. New York: Wiley (1981).
159. Johansen, S. "Statistical Analysis of Cointegrated Vectors." Journal of Economic Dynamics and Control 12 (1988), 231-254.
160. Judd, J.P. and B. Motley. "The Great Velocity Decline of 1982-83: A Comparative Analysis of Ml and M2." Federal Reserve Bank of San Francisco Economic Review (1984), 56-74.
161. Kang, H. "The Effects of Detrending in Granger Causality Tests." Journal of Business and Economic Statistics 3 (1985), 344-349.
162. Keynes, John Maynard. The General Theory of Employment, Interest, and Money, New York, Harcourt, Brace & World, Inc. (1936).
163. Kifer, Y. Ergodic Theory of Random Transformations. Basel: Birkhauser (1986).
164. King, R.G. and S.T. Rebelo. "Low Frequency Filtering and Real Business Cycles." Journal of Economic Dynamics and Control 17 (1993), 207-31.
165. King, R.G. and M. Watson. "Testing Long-Run Neutrality." Federal Reserve Bank of Richmond Economic Quarterly 83 (1997), 69-101.
166. Kohler, D.F. "The Bias in Price Elasticity Estimates Under Homoth-etic Separability: Implications for Analysis of Peak-Load Electricity Pricing." Journal of Business and Economic Statistics 1 (1983), 202-10.
167. Koopmans, T. "Measurement Without Theory." Review of Economics and Statistics 29 (1947), 161-72.
168. Koustas, Z. and A. Serletis. "On the Fisher Effect." Journal of Monetary Economics 44 (1999), 105-30.
169. Koustas, Z. and A. Serletis. "Monetary Aggregation and the Neutrality of Money." Economic Inquiry 39 (2001), 124-138.
170. Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, and Y. Shin. "Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root.' Journal of Econometrics 54 (1992), 159-78.
171. Kydland, F.E. and E.C. Prescott. "Business Cycles: Real Facts and a Monetary Myth." Federal Reserve Bank of Minneapolis Quarterly Review (Spring 1990), 3-18.
172. Kydland, F.E. and E.C. Prescott. "Time to Build and Aggregate Fluctuations." Econometrica 50 (1982), 1345-70.
173. Lau, L.J. "Duality and the Structure of Utility Functions." Journal of Economic Theory 1 (1969), 374-96.
174. Lau, L.J. "Testing and Imposing Monotonicity, Convexity, and Quasi-Convexity Constraints." In Production Economics: A Dual Approach to Theory and Applications (vol. 1), edited by M. Fuss and D. Mc-Fadden. Amsterdam: North Holland (1978), pp. 409-453.
175. Leontief, W.W. "Introduction to a Theory of the Internal Structure of Functional Relationship." Econometrica 15 (1947), 361-73.
176. Lewbel, A. "Characaterizing Some Gorman-Engel Curves." Econometrica 55 (1987a), 1451-1459.
177. Lewbel, A. "Fractional Demand Systems." Journal of Econometrics 36 (1987b), 311-337.
178. Lewbel, A. "Full Rank Demand Systems." International Economic Review 31 (1990), 289-300.
179. Lewbel, A. "The Rank of Demand Systems: Theory and Nonpara-metric Estimation." Econometrica 59 (1991), 711-730.
180. Lewbel, A. "Utility Functions and Global Regularity of Fractional Demand Systems." International Economic Review 36 (1995), 943-961.
181. Lewbel, A. "Aggregation Without Separability: a Generalized Composite Commodity Theorem." American Economic Review 86 (1996), 524-543.
182. Ljung, G.M. and G.E.P. Box. "On a Measure of Lack of Fit in Time Series Models." Biometrica 65 (1978), 297-303.
183. Lucas, R.E. Jr. "Expectations and the Neutrality of Money." Journal of Economic Theory 4 (1972), 103-24.
184. Lucas, R.E. Jr. "Nobel Lecture: Monetary Neutrality." Journal of Political Economy 104 (1996), 661-82.
185. Lucas, R.E. Jr. "Understanding Business Cycles." In Stabilization of the Domestic and International Economy (vol. 5), edited by K. Brunner and A.H. Meltzer. Carnegie-Rochester Conference Series on Public Policy (1997), pp. 7-29.
186. Lucas, R.E. Jr. "Inflation and Welfare." Econometrica 68 (2000), 247-274.
187. MacKinnon, J.G. "Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests." Journal of Business and Economic Statistics 12 (1994), 167-176.
188. Mankiw, N.G. "Real Business Cycles: A New Keynesian Perspective." Journal of Economic Perspectives 3 (1989), 79-90.
189. Manser, M.E. "Elasticities of Demand for Food: An Analysis Using Non-Additive Utility Functions Allowing for Habit Formation." Southern Economic Journal 43 (1976), 879-91.
190. Marty, A.L. "The Welfare Cost of Inflation: A Critique of Bailey and Lucas." Federal Reserve Bank of St. Louis Review 81 (1999), 41-46.
191. Mathews, B.P. and A. Diamantopoulos. "Towards a Taxonomy of Forecast Error Measures." Journal of Forecasting 13 (1994), 409-416.
192. McCaffrey, D.F., S. Ellner, A.R. Gallant, and D.W. Nychka. "Estimating the Lyapunov Exponent of a Chaotic System with Nonpara-metric Regression." Journal of the American Statistical Association 87 (1992), 682-695.
193. McCallum, B.T. and M. Goodfriend. "Demand for Money: Theoretical Studies." In The New Palgrave: A Dictionary of Economics, edited by J. Eatwell, M. Milgate, and P. Newman. London: Macmillan (1987), pp. 775-781.
194. McElroy, M.B. "Additive General Error Models for Production, Costs, and Derived Demand or Share Systems." Journal of Political Economy 95 (1987), 737-757.
195. Muscatelli, V.A. and F. Spinelli. "The Long-Run Stability of the Demand for Money: Italy 1861-1996." Journal of Monetary Economics 45 (2000), 717-739.
196. Nadiri, I.I. and S. Rosen. "Interrelated Factor Demand Funcctions." American Economic Reivew 59 (1969), 457-71.
197. Nelson, CR. and H. Kang. "Pitfalls in the Use of Time as an Explanatory Variable in Regression." Journal of Business and Economic Statistics 2 (1984), 73-82.
198. Nelson, CR. and C.I. Plosser. "Trends and Random Walks in Macroe-conomic Time Series: Some Evidence and Implications." Journal of Monetary Economics 10 (1982), 139-162.
199. Newey, W.K. and K.D. West. "A Simple, Positive Semi-Definite, Het-eroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica 55 (1987), 703-8.
200. Newey, W.K. and K.D. West. "Automatic Lag Selection in Covariance Matrix Estimation." Review of Economic Studies 61 (1994), 631-654.
201. Ng, S. "Testing for Homogeneity in Demand Systems When the Regressors are Nonstationary." Journal of Applied Econometrics 10 (1995), 147-163.
202. Nychka, D.W., S. Ellner, A.R. Gallant, and D. McCaffrey. "Finding Chaos in Noisy Systems." Journal of the Royal Statistical Society B 54 (1992), 399-426.
203. Offenbacher, E.K. The Substitution of Monetary Assets. Ph.D. Dissertation, University of Chicago (1979).
204. Pantula, S.G., G. Gonzalez-Farias, and W. Fuller. "A Comparison of Unit-Root Test Criteria." Journal of Business and Economic Statistics 12 (1994), 449-459.
205. Pashardes, P. "Bias in Estimating the Almost Ideal Demand System with the Stone Index Approximation." Economic Journal 103 (1993), 908-915.
206. Perron, P. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis." Econometerica 57 (1989), 1361-1401.
207. Pesaran, M.H, Y. Shin, and R.J. Smith. "Bounds Testing Approaches to the Analysis of Level Relationships." Journal of Applied Econometrics 16 (2001), 289-326.
208. Phillips, P.C.B. "Time Series Regression with a Unit Root." Econometrica 55 (1987), 277-301.
209. Phillips, P.C.B. "Fully Modified Least Squares and Vector Autoregression." Econometrica 62 (1995), 1023-1078.
210. Phillips, P.C.B. and P. Perron. "Testing for a Unit Root in Time Series Regression." Biometrica 75 (1987), 335-346.
211. Pollak, R.A. "Habit Formation and Dynamic Demand Functions." Journal of Political Economy 78 (1970), 745-63.
212. Pollak, R.A. and T.J. Wales. "Comparison of the Quadratic Expenditure System and Translog Demand System with Alternative Specifications of Demographic Effects." Econometrica 48 (1980), 595-615.
213. Pollak, R.A. and T.J. Wales. Demand System Specification and Estimation. Oxford University Press: New York (1992).
214. Priestley, M.B. Spectral Analysis and Time Series. New York: Academic Press (1981).
215. Prescott, E.C. "Theory Ahead of Business Cycle Measurement." Federal Reserve Bank of Minneapolis Quarterly Review 10 (1986), 9-22.
216. Prescott, E.C. "Commentary [on King and Wolman, "Inflation Targeting in a St. Louis Model of the 21st Century"]." Federal Reserve Bank of St. Louis Review 78 (1996), 112-115.
217. Pudney, S.E. "An Empirical Method of Approximating the Separable Structure of Consumer Preferences." Review of Economic Studies (1981), 561-77.
218. Ramajo, J. "Curvature Restrictions on Flexible Functional Forms: An Application of the Minfiex Almost Ideal Demand System to the Pattern of Spanish Demand." Journal of Business and Economic Statistics 4 (1994), 431-436.
219. Ramsey, J.B. and P. Rothman. "Comment on ‘Nonlinear Monetary Dynamics’ by DeCoster and Mitchell." Journal of Business and Economic Statistics 12 (1994), 135-136.
220. Ramsey, J.B., C.L. Sayers, and P. Rothman. "The Statistical Properties of Dimension Calculations using Small Data Sets: Some Economic Applications." International Economic Review 31 (1988), 991-1020.
221. Rotemberg, J.J. "Commentary: Monetary Aggregates and Their Uses." In Monetary Policy on the 75th Anniversary of the Federal Reserve System, edited by M.T. Belongia. Deventer: Kluwer (1991), pp. 223-231.
222. Rotemberg, J.J., J.C. Driscoll, and J.M. Poterba. "Money, Output and Prices: Evidence from a New Monetary Aggregate." Journal of Business and Economic Statistics 13 (1995), 67-83.
223. Samuelson, Paul A. "Reflections on How Biographies of Individual Scholars Can Relate to a Science’s Biography." In: W.A. Barnett and P.A. Samuelson (eds.). Inside the Economist’s Mind: The History of Modern Economic Thought, as Explained by Those Who Produce It, Boston, Blackwell Publishing (2006).
224. Santoni, G.J. "Changes in Wealth and the Velocity of Money." Federal Reserve Bank of St. Louis Review 67 (1987), 16-26.
225. Scheinkman, J.A. and B. LeBaron. "Nonlinear Dynamics and GNP Data." In Economic Complexity: Chaos, Sunspots, Bubbles and Non-linearity, Proceedings of the Fourth International Symposium in Economic Theory and Econometrics, edited by W.A.Barnett, J. Geweke, and K. Shell. Cambridge, U.K.: Cambridge University Press (1989a), pp. 213-231.
226. Scheinkman, J.A. and B. LeBaron. "Nonlinear Dynamics and Stock Returns." Journal of Business 62 (1989b), 311-337.
227. Schwartz, G. "Estimating the Dimension of a Model." The Annals of Statistics 6 (1978), 461-464.
228. Serletis, A. "The Demand for Divisia Mi, M2, and M3 in the United States." Journal of Macroeconomics 9 (1987a), 567-91.
229. Serletis, A. "Monetary Asset Separability Tests." In New Approaches to Monetary Economics, edited by W.A. Barnett and K. Singleton. Cambridge: Cambridge University Press (1987b).
230. Serletis, A. "Translog Flexible Functional Forms and Substitutability of Monetary Assets." Journal of Business and Economic Statistics 6 (1988), 59-67.
231. Serletis, A. "The Demand for Divisia Ml, M2, and M3 in the United States: A Dynamic Flexible Demand System." Journal of Money, Credit, and Banking 23 (1991), 35-52.
232. Serletis, A. "Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money." Journal of Business and Economic Statistics 13 (1995), 453-458.
233. Serletis, A. The Demand for Money: Theoretical and Empirical Approaches. Amsterdam: Kluwer (2001).
234. Serletis, A. and Z. Koustas. "International Evidence on the Neutrality of Money." Journal of Money, Credit, and Banking 30 (1998), 1-25.
235. Serletis, A. and Z. Koustas. "Monetary Aggregation and the Neutrality of Money." Economic Inquiry 39 (2001), 124-138.
236. Serletis, A. and A.L. Robb. "Divisia Aggregation and Substitutability Among Monetary Assets." Journal of Money, Credit, and Banking 18 (1986), 430-46.
237. Serletis, A. and K. Yavari. "The Welfare Cost of Inflation in Canada and the United States." Economics Letters 84 (2004), 199-204.
238. Serletis, A. and K. Yavari. "The Welfare Cost of Inflation in Italy." Applied Economics Letters 12 (2005), 165-168.
239. Sidrauski, M. "Rational Choice and Patterns of Growth in a Monetary Economy." American Economic Review 57 (1967), 534-544.
240. Sims, C.A. "Money, Income and Causality. American Economic Review 62 (1972), 540-552.
241. Slesnik, D.T. "Are Our Data Relevant to the Theory? The Case of Aggregate Consumption." Journal of Business and Economic Statistics 16 (1998), 52-61.
242. Smith, R.T. "The Cyclical Behavior of Prices." Journal of Money, Credit, and Banking 24 (1992), 413-30.
243. Sono, M. "The Effect of Price Changes on the Demand and Supply of Separable Goods." International Economic Review 2 (1961), 239-71.
244. Spindt, P. A. "Money Is What Money Does: Monetary Aggregation and the Equation of Exchange." Journal of the Political Economy 93 (1985), 175-204.
245. Stock, J.H. and M.W. Watson. "A Simple Estimator of Cointegrat-ing Vectors in Higher Order Integrated Systems." Econometrica 61 (1995), 783-820.
246. Stoker, T.M. "Simple Tests of Distributional Effects on Macroeco-nomic Equations." Journal of Political Economy 94 (1986), 763-795.
247. Strotz, R.H. "The Empirical Implications of a Utility Tree." Econometrica 25 (1957), 169-80.
248. Strotz, R.H. "The Utility Tree - A Correction and Further Appraisal." Econometrica 27 (1959), 482-88.
249. Swofford, J.L. and G. Whitney. "Nonparametric Tests of Utility Maximization and Weak Separability for Consumption, Leisure and Money." Review of Economics and Statistics 69 (1987), 458-464.
250. Swofford, J.L. and G. Whitney. "A Comparison of Nonparametric Tests of Weak Separability for Annual and Quarterly Data on Consumption, Leisure, and Money." Journal of Business and Economic Statistics 6 (1988), 241-246.
251. Swofford, J.L. and G. Whitney. "A Revealed Preference Test for Weakly Separable Utility Maximization with Incomplete Adjustment." Journal of Econometrics 60 (1994), 235-49.
252. Tatom, J.A. "Was the 1982 Velocity Decline Unusual?" Federal Reserve Bank of St. Louis Review 67 (1983), 5-15.
253. Taylor, H. "What Has Happened to Ml?" Federal Reserve Bank of Philadelphia Business Review (1986), 3-14.
254. Terrell, D. "Flexbility and Regularity Properties of the Asymptotically Ideal Production Model." Econometric Reviews 14 (1995), 1-17.
255. Thornton, D.L. "Money Demand Dynamics: Some New Evidence." Federal Reserve Bank of St. Louis Review 67 (1985), 14-23.
256. Thornton, D.L. and D.S. Batten. "Lag-Length Selection and Tests of Granger Causality Between Money and Income." Journal of Money, Credit, and Banking 17 (1985), 164-178.
257. Thornton, D.L. and P. Yue. "An Extended Series of Divisia Monetary Aggregates." Federal Reserve Bank of St. Louis Review 74 (1992), 35-52.
258. Tiao, G.C. and G.E.P. Box. "Modeling Multiple Time Series With Application." Journal of the American Statistical Association 75 (1981), 602-616.
259. Toers, A.L. "Approximate Variance Formulas for the Elasticities of Substitution Obtained From Tanslog Production Functions." Economics Letters 5 (1980), 155-160.
260. Toers, A.L. "Approximate Variance Formulas for the Elasticities of Substitution Obtained From Translog Cost Functions." Economics Letters 10 (1982), 107-113.
261. U.S. Department of Commerce. (1983), Business Statistics 1982, a Supplement to the Survey of Current Business (23rd ed.), Washington, D.C.: U.S. Government Printing Office.
262. U.S. Department of Commerce. Survey of Current Business, various issues, (1983-1985), Washington, D.C.: U.S. Government Printing Office.
263. U.S. Department of Commerce. Survey of Current Business, Vol. 66, № 9, (1986), Washington, D.C.: U.S. Government Printing Office.
264. Uzawa, H. "Production Functions with Constant Elasticities of Substitution." Review of Economic Studies 29 (1962), 291-299.
265. Varian, H.R. "The Nonparametric Approach to Demand Analysis." Econometrica 50 (1982), 945-973.
266. Varian, H.R. "Nonparametric Tests of Consumer Behavior." Review of Economic Studies 50 (1983), 99-110.
267. Vartia, Y.O. "Relative Changes and Economic Indices." Licensiate Thesis in Statistics, University of Helsinki (1974).
268. Walsh, C.E. "In Defense of Base Drift." American Economic Review 76 (1986), 692-700.
269. Wasserfallen, W. "Non-Stationarities in Macro-Economic Time Series - Further Evidence and Implications." Canadian Journal of Economics 15 (1986), 498-510.
270. Wilcox, D.W. "The Construction of U.S. Consumption Data: Some Facts and Their Implications for Empirical Work." American Economic Review 82 (1992), 922-941.
271. Wolf, A., B. Swift, J. Swinney, and J. Vastano. "Determining Lya-punov Exponents from a Time Series." Physica D 16 (1985), 285-317.
272. Zellner, A. "An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias." Journal of the American Statistical Association 57 (1962), 348-368.
273. Zivot, E. and D.W.K. Andrews. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis." Journal of Business and Economic Statistics 10 (1992), 251-270.