Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Review of Economic Studies.
Volume (Year): 53 (1986)
Issue (Month): 4 (August)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0034-6527
Other versions of this item:
- Lubrano, M. & Pierse, R.G. & Richard, J.-F., . "Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity," CORE Discussion Papers RP -712, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997.
"The demand for broad money in the United Kingdom, 1878-1993,"
International Finance Discussion Papers
596, Board of Governors of the Federal Reserve System (U.S.).
- Ericsson, Neil R & Hendry, David F & Prestwich, Kevin M, 1998. " The Demand for Broad Money in the United Kingdom, 1878-1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
- David F. Hendry & Neil R. Ericsson, 1990.
"Modeling the demand for narrow money in the United Kingdom and the United States,"
International Finance Discussion Papers
383, Board of Governors of the Federal Reserve System (U.S.).
- Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008.
"Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/13, Reserve Bank of New Zealand.
- Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
- Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.).
- David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, . "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford.
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