create a website

Money demand in China and time-varying cointegration. (2011). Park, Sung Y. ; Zuo, Haomiao .
In: China Economic Review.
RePEc:eee:chieco:v:22:y:2011:i:3:p:330-343.

Full description at Econpapers || Download paper

Cited: 23

Citations received by this document

Cites: 68

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Interest rate liberalization and household investment in China. (2024). Peng, Zhiyu ; Lan, Jiajun ; Liu, Yihan ; Pan, Yinghao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006233.

    Full description at Econpapers || Download paper

  2. Electronic payments and money demand in China. (2024). Wen, Min ; Hwang, Jen-Te.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:82:y:2024:i:c:p:47-64.

    Full description at Econpapers || Download paper

  3. Uncertainty and Money Demand Function in Developing Countries. (2024). Asik, Bekir.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:10:y:2024:i:2:p:111-136.

    Full description at Econpapers || Download paper

  4. Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121.

    Full description at Econpapers || Download paper

  5. Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696.

    Full description at Econpapers || Download paper

  6. Chinas money demand in a cointegrating vector error correction model. (2021). Wohlfarth, Paul ; Smith, Ronald ; Chen, Xiaohong.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:75:y:2021:i:c:s1049007821000671.

    Full description at Econpapers || Download paper

  7. Did the Consumption Voucher Scheme Stimulate the Economy? Evidence from Smooth Time-Varying Cointegration Analysis. (2020). Chen, Wen-Yi ; Lin, Feng-Li.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:4895-:d:371983.

    Full description at Econpapers || Download paper

  8. Income elasticity of overnight stays over seven decades. (2018). Falk, Martin ; Lin, Xiang.
    In: Tourism Economics.
    RePEc:sae:toueco:v:24:y:2018:i:8:p:1015-1028.

    Full description at Econpapers || Download paper

  9. Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach. (2018). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Jingfei.
    In: Empirica.
    RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9355-1.

    Full description at Econpapers || Download paper

  10. Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I.
    In: IEFE Working Papers.
    RePEc:bcu:iefewp:iefewp101.

    Full description at Econpapers || Download paper

  11. How Stable is the Money Demand in Taiwan?. (2017). Liu, Shou-Hsiang ; Lee, Chung-Ching ; Shieh, Chen-Huan .
    In: International Journal of Economics and Financial Research.
    RePEc:arp:ijefrr:2017:p:54-64.

    Full description at Econpapers || Download paper

  12. Modelling and forecasting money demand: divide and conquer. (2017). Flores Audante, Jairo ; Carrera, Cesar.
    In: Working Papers.
    RePEc:apc:wpaper:2017-091.

    Full description at Econpapers || Download paper

  13. Currency demand stability in the presence of seasonality and endogenous financial innovation: Evidence from India. (2016). SINGH, SUNNY.
    In: MPRA Paper.
    RePEc:pra:mprapa:71552.

    Full description at Econpapers || Download paper

  14. Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model. (2016). HAMDI, Helmi ; Mgadmi, Nidhal ; Rachdi, Houssem.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00659.

    Full description at Econpapers || Download paper

  15. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2014-11.

    Full description at Econpapers || Download paper

  16. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen ; Martins, Luis ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201419.

    Full description at Econpapers || Download paper

  17. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Miller, Stephen M. ; Martins, Luis Filipe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-474.

    Full description at Econpapers || Download paper

  18. The dynamics of banking sector and stock market maturity and the performance of Asian economies. (2014). Arvin, Mak ; Pradhan, Rudra P ; Norman, Neville R ; Hall, John H.
    In: Journal of Economic and Administrative Sciences.
    RePEc:eme:jeaspp:v:30:y:2014:i:1:p:16-44.

    Full description at Econpapers || Download paper

  19. The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break. (2014). NETO, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:125:y:2014:i:2:p:208-211.

    Full description at Econpapers || Download paper

  20. Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy. (2013). Holz, Carsten ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9721.

    Full description at Econpapers || Download paper

  21. A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate. (2012). Sarantis, Nicholas ; You, Kefei.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:151-170.

    Full description at Econpapers || Download paper

  22. Explaining money demand in China during the transition from a centrally planned to a market-based monetary system. (2011). Holz, Carsten ; Fouguau, Julien ; Delatte, Anne-Laure.
    In: BOFIT Discussion Papers.
    RePEc:zbw:bofitp:bdp2011_027.

    Full description at Econpapers || Download paper

  23. Explaining money demand in China during the transition from a centrally planned to a market-based monetary system. (2011). Holz, Carsten ; Delatte, Anne-Laure ; Fouguau, Julien.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2011_027.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adam, C.S. Financial innovation and the demand for M3 in the U.K. 1975–86. 1991 Oxford Bulletin of Economics and Statistics. 53 401-423
    Paper not yet in RePEc: Add citation now
  2. Andrews, D.W.K. Heteroskedasticity and autocorrelation consistent covariance matrix estimation. 1991 Econometrica. 59 817-858

  3. Baharumshah, A.Z. Stock prices and long-run demand for money: Evidence from Malaysia. 2004 International Economic Journal. 18 389-407

  4. Baharumshah, A.Z. ; Mohd, S.H. ; Masih, A.M. The stability of money demand in China: Evidence from the ARDL model. 2009 Economic Systems. 33 231-244

  5. Baharumshah, A.Z. ; Mohd, S.H. ; Yol, M.A. Stock prices and demand for money in China: New evidence. 2009 Journal of International Financial Markets, Institutions and Money. 19 171-187

  6. Bahmani-Oskooee, M. How stable is M2 money demand function in Japan?. 2001 Japan and the World Economy. 13 455-461

  7. Bahmani-Oskooee, M. The black market exchange rate and the demand for money in Iran. 1996 Journal of Macroeconomics. 18 171-176

  8. Bahmani-Oskooee, M. ; Bohl, M. German monetary unification and the stability of long-Run German money demand function. 2000 Economics Letters. 66 203-208

  9. Bahmani-Oskooee, M. ; Shabsigh, G. The demand for money in Japan: Evidence from cointegration analysis. 1996 Japan and the World Economy. 8 1-10

  10. Bahmani-Oskooee, M. ; Wang, Y. How stable is the demand for money for China. 2007 Journal of Economic Development. 32 21-33

  11. Ben-David, D. ; Lumsdaine, R.L. ; Papell, D.H. Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks. 2003 Empirical Economics. 28 303-319

  12. Berger, A. ; Hasan, I. ; Zhou, M. Bank ownership and efficiency in China: What will happen in the world's largest nation?. 2009 Journal of Banking & Finance. 33 113-130

  13. Bordo, M. ; Jonung, L. The long-run behavior of the velocity of circulation. 1987 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
  14. Box, G.E.P. ; Jenkins, G.M. Time Series Analysis Forecasting and Control. 1976 Holden-Day: San Francisco
    Paper not yet in RePEc: Add citation now
  15. Brown, R.L. ; Durbin, J. ; Evans, J.M. Techniques for testing the constancy of regression relations over time. 1975 Journal of the Royal Statistical Society, Series B. 37 149-163
    Paper not yet in RePEc: Add citation now
  16. Caruso, M. Stock market fluctuations and money demand in Italy, 1913–2003. 2006 Economic Notes by Banca Monte dei Paschi di Siena SpA. 35 1-47

  17. Chamon, M. ; Prasad, E. Why are saving rates of urban househoulds in China rising. 2008 En : Global Economy and Development Working Papers. :

  18. Chang, Y. ; Martinez-Chombo, E. Electricity demand analysis using cointegration and error-correction models with time varying parameters: The Mexican case. 2003 :

  19. Chen, B. Long-run money demand and inflation in China. 1997 Journal of Macroeconomics. 19 609-617

  20. Choudhry, T. Real stock prices and the long-run money demand function: Evidence from Canada and USA. 1996 Journal of International Money and Finance. 15 1-17

  21. Deng, S. ; Liu, B. Modelling and forecasting the money demand in China: Cointegration and nonlinear analysis. 1999 Annals of Operations Research. 87 177-189
    Paper not yet in RePEc: Add citation now
  22. Dickey, D.A. ; Fuller, W.A. Likelihood ratio statistics for autoregressive time series with a unit root. 1981 Econometrica. 49 1057-1072

  23. Engle, R.F. ; Granger, C.W. Cointegration and error correction: Representation, estimation and testing. 1987 Econometrica. 55 251-276
    Paper not yet in RePEc: Add citation now
  24. Ericsson, N.R. Empirical modeling of money demand. 1998 Empirical Economics. 23 295-315

  25. Ferri, G. Are new tigers supplanting old mammoths in China's banking system? Evidence from a sample of city commercial banks. 2009 Journal of Banking & Finance. 33 131-140

  26. Friedman, M. Money and the stock markets on money demand. 1988 Journal of Political Economy. 96 221-245
    Paper not yet in RePEc: Add citation now
  27. García-Herrero, A. ; Gavilá, S. ; Santabárbara, D. What explains the low profitability of Chinese banks?. 2009 Journal of Banking & Finance. 33 2080-2092

  28. Goldfeld, S.M. ; Sichel, D.E. The demand of money. 1990 En : Friedman, B.M. ; Hahn, F.H. Handbook of monetary economics. Elsevier Science Publisher B.V.:

  29. Hafer, R.W. ; Jansen, D.W. The demand for money in the United States: Evidence from cointegration tests. May 1991 Journal of Money, Credit and Banking. 155-168

  30. Hafer, R.W. ; Kutan, A.M. Economic reforms and long-run money demand in China: Implication for monetary policy. 1994 Southern Economic Journal. 60 936-945
    Paper not yet in RePEc: Add citation now
  31. Hansan, I. ; Wachtel, P. ; Zhou, M. Institutional development, financial deepening and economic growth: Evidence from China. 2009 Journal of Banking & Finance. 33 157-170

  32. Hansen, B.E. Tests for parameter instability in regressions with I(1) processes. 1992 Journal of Business and Economic Statistics. 19 321-335

  33. He, L. Evolution of financial institutions in post-1978 China: Interaction between the state and market. 2005 China and World Economy. 13 10-26
    Paper not yet in RePEc: Add citation now
  34. Hoffman, D.L. ; Rasche, R.H. Long-run income and interest elasticities of money demand in the United States. 1991 The Review of Economics and Statistics. 73 665-674

  35. Hong, Y., H. Lin, and S. Wang (2009): “Modeling the dynamics of Chinese spot interest rates”, Forthcoming in Journal of Banking & Finance.
    Paper not yet in RePEc: Add citation now
  36. Huang, G. Money demand in China in the reform period: An error correction model. 1994 Applied Economics. 26 713-719
    Paper not yet in RePEc: Add citation now
  37. Jia, C. The effect of ownership on the prudential behavior of banks—The case of China. 2009 Journal of Banking & Finance. 33 77-87

  38. Johansen, S. Statistical analysis of cointegration vectors. 1988 Journal of Policy Modeling. 14 313-334

  39. Johansen, S. Testing weak exogeneity and the order of cointegration in UK money demand data. 1992 Journal of Economic Dynamics and Control. 12 231-254

  40. Johansen, S. ; Juselius, K. Maximum likelihood estimation and inference on cointegration—With applications to the demand for money. May 1990 Oxford Bulletin of Economics and Statistics. 169-210

  41. Judd, J.P. ; Scadding, J.L. The Search for a stable money demand fuction: A survey of the post-1983 literature. 1982 Journal of Economic Literature. 20 993-1023

  42. Koivu, T. Has the Chinese economy become more sensitive to interest rates? Studying credit demand in China. 2009 China Economic Review. 20 455-470

  43. Kwiatkowski, D. ; Phillips, P.C.B. ; Schmidt, P. ; Shin, Y. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?. 1992 Journal of Econometrics. 54 159-178

  44. Lau, L. ; Qian, Y. ; Roland, G. Reform without losers: An interpretation of China's dual-track approach to transition. 2001 Journal of Political Economy. 108 120-143

  45. Lin, X. ; Zhang, Y. Bank ownership reform and bank performance in China. 2009 Journal of Banking & Finance. 33 20-29

  46. Lumsdaine, R.L. ; Papell, D.H. Multiple trend breaks and the unit root hypothesis. 1997 The Review of Economics and Statistics. 79 212-218

  47. McCornac, D. Money and level of stock market prices: Evidence from Japan. 1991 Quarterly Journal of Business and Economics. 30 42-51
    Paper not yet in RePEc: Add citation now
  48. McNown, R. ; Wallace, M.S. Cointegration tests of a long-run relation between money demand and the effective exchange rate. 1992 Journal of International Money and Finance. 11 107-114

  49. Mehrotra, A.N. Demand for money in transition: Evidence from China's disinflation. 2008 International Advances in Economic Research. 14 36-47

  50. Muscatelli, V.A. ; Spinelli, F. The long-run stability of the demand for money: Italy 1861–1996. 2000 Journal of Monetary Economics. 45 717-739
    Paper not yet in RePEc: Add citation now
  51. Park, J.Y. Canonical cointegrating regressions. 1992 Econometrica. 60 119-143

  52. Park, J.Y. Testing for unit roots and cointegration by variable addition. 1990 En : Rhodes, G. ; Fomby, T. Advances in econometrics. JAI Press: Greenwich
    Paper not yet in RePEc: Add citation now
  53. Park, J.Y. ; Hahn, S.B. Cointegrating regressions with time varying coefficients. 1999 Econometric Theory. 15 664-703

  54. Park, S.Y. ; Zhao, G. An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach. 2010 Energy Economics. 32 110-120

  55. Pen, L.Y. Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach. 2005 Empirical Economics. 30 23-25

  56. Phillips, P.C.B. ; Hansen, B. Statistical inference in instrumental variables regression with I(1) processes. 1990 Review of Economic Studies. 57 99-125

  57. Prasad, E. ; Rajan, R. Modernizing China's growth paradigm. 2006 The American Economic Review. 96 331-336

  58. Qin, D. Money demand in China: The effect of economic reform. 1994 Journal of Asian Economics. 5 253-271

  59. Qin, D. ; Quising, P. ; He, X. ; Liu, S. Modeling monetary transmission and policy in China. 2005 Journal of Policy Modeling. 27 157-175

  60. Reynard, S. Financial market participation and the apparent instability of money demand. 2004 Journal of Monetary Economics. 51 1297-1317

  61. Saikkonen, P. Estimation and testing of cointegrated systems by an autoregressive approximation. 1992 Econometric Theory. 8 1-27

  62. Smyth, R. ; Inder, B. Is Chinese provincial real GDP per capita nonstationary ? Evidence from multiple trend break unit root tests. 2004 China Economic Review. 15 1-24

  63. Sriram, S.S. A survey of recent empirical money demand studies. 2001 IMF Staff Papers. 47 334-365

  64. Stock, J. ; Watson, M. A simple estimator of cointegrating vectors in higher order integrated systems. 1993 Econometrica. 61 783-820

  65. Thornton, J. Cointegration, error correction, and the demand for money in Mexico. 1996 Review of World Economics. 132 690-699

  66. Wu, G. Broad money demand and asset substitution in China. 2009 IMF Working Papers:

  67. Yi, G. Towards estimating the demand for money in China. 1993 Economics of Planning. 26 243-270

  68. Zivot, E. ; Andrews, D. Further evidence on the great crash, the oil price shock, and the unit root hypothesis. 1992 Journal of Business and Economic Statistics. 10 251-270

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of oil shocks on the Spanish economy. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Montas, Antonio ; Gmez-Loscos, Ana .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1070-1081.

    Full description at Econpapers || Download paper

  2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Di Matteo, T. ; Aste, T..
    In: Econometrics.
    RePEc:wpa:wuwpem:0503004.

    Full description at Econpapers || Download paper

  3. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-047.

    Full description at Econpapers || Download paper

  4. Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella.
    In: Econometrics.
    RePEc:wpa:wuwpem:0308001.

    Full description at Econpapers || Download paper

  5. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:10685.

    Full description at Econpapers || Download paper

  6. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-61.

    Full description at Econpapers || Download paper

  7. Tests of conditional predictive ability. (2003). Giacomini, Raffaella.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:572.

    Full description at Econpapers || Download paper

  8. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
    In: Economics Working Papers.
    RePEc:upf:upfgen:635.

    Full description at Econpapers || Download paper

  9. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9393.

    Full description at Econpapers || Download paper

  10. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

    Full description at Econpapers || Download paper

  11. Efficient Regression in Time Series Partial Linear Models. (2002). Xiao, Zhijie ; Phillips, Peter ; Guo, Binbin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1363.

    Full description at Econpapers || Download paper

  12. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1362.

    Full description at Econpapers || Download paper

  13. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-41.

    Full description at Econpapers || Download paper

  14. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8601.

    Full description at Econpapers || Download paper

  15. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0113.

    Full description at Econpapers || Download paper

  16. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws010201.

    Full description at Econpapers || Download paper

  17. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7710.

    Full description at Econpapers || Download paper

  18. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1723.

    Full description at Econpapers || Download paper

  19. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1214.

    Full description at Econpapers || Download paper

  20. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1211.

    Full description at Econpapers || Download paper

  21. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

    Full description at Econpapers || Download paper

  22. Corruption and Resource Allocation Under Chinas Dual Track System. (2000). Li, Wei.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0179.

    Full description at Econpapers || Download paper

  23. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0079.

    Full description at Econpapers || Download paper

  24. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Berkowitz, Jeremy ; Birgean, Ionel.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-04.

    Full description at Econpapers || Download paper

  25. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

    Full description at Econpapers || Download paper

  26. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:2:y:1999:n:2:p:299-310.

    Full description at Econpapers || Download paper

  27. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0226.

    Full description at Econpapers || Download paper

  28. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

    Full description at Econpapers || Download paper

  29. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

    Full description at Econpapers || Download paper

  30. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:39.

    Full description at Econpapers || Download paper

  31. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9803.

    Full description at Econpapers || Download paper

  32. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian.
    In: Computational Economics.
    RePEc:wpa:wuwpco:9702001.

    Full description at Econpapers || Download paper

  33. Bootstrap Testing for Fractional Integration. (1997). Gredenhoff, Mikael P. ; Andersson, Michael K..
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0188.

    Full description at Econpapers || Download paper

  34. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
    In: Bank of England working papers.
    RePEc:boe:boeewp:58.

    Full description at Econpapers || Download paper

  35. Time series properties of global climate variables: detection and attribution of climate change. (1997). Stern, David ; Kaufmann, Robert.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9702.

    Full description at Econpapers || Download paper

  36. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9612001.

    Full description at Econpapers || Download paper

  37. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602009.

    Full description at Econpapers || Download paper

  38. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin.
    In: Working Papers.
    RePEc:wop:ccsowp:0025.

    Full description at Econpapers || Download paper

  39. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

    Full description at Econpapers || Download paper

  40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-45.

    Full description at Econpapers || Download paper

  41. Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502005.

    Full description at Econpapers || Download paper

  42. Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K.
    In: Economics Papers.
    RePEc:nuf:econwp:0015.

    Full description at Econpapers || Download paper

  43. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act. (1995). Schmidt, Peter ; Horrace, William ; Witte, Ann Dryden .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5387.

    Full description at Econpapers || Download paper

  44. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

    Full description at Econpapers || Download paper

  45. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410002.

    Full description at Econpapers || Download paper

  46. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410001.

    Full description at Econpapers || Download paper

  47. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9406001.

    Full description at Econpapers || Download paper

  48. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-2.

    Full description at Econpapers || Download paper

  49. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:090.

    Full description at Econpapers || Download paper

  50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:93.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-02 21:40:41 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.