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Microeconometrics and measurement matters: Some results from monetary economics for Canada

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  • Serletis, Apostolos
  • Rangel-Ruiz, Ricardo

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 27 (2005)
Issue (Month): 2 (June)
Pages: 307-330

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Handle: RePEc:eee:jmacro:v:27:y:2005:i:2:p:307-330

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Web page: http://www.elsevier.com/locate/inca/622617

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References

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  1. Barnett, William A, 1983. "New Indices of Money Supply and the Flexible Laurent Demand System," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(1), pages 7-23, January.
  2. Startz, Richard, 1979. "Implicit interest on demand deposits," Journal of Monetary Economics, Elsevier, vol. 5(4), pages 515-534, October.
  3. Barnett, William A. & Lee, Yul W. & Wolfe, Michael D., 1985. "The three-dimensional global properties of the minflex laurent, generalized leontief, and translog flexible functional forms," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 3-31.
  4. Barten, A. P., 1969. "Maximum likelihood estimation of a complete system of demand equations," European Economic Review, Elsevier, vol. 1(1), pages 7-73.
  5. Toevs, Alden L., 1980. "Approximate variance formulas for the elasticities of substitution obtained from translog production functions," Economics Letters, Elsevier, vol. 5(2), pages 155-160.
  6. Fleissig, Adrian R & Swofford, James L, 1997. "Dynamic Asymptotically Ideal Models and Finite Approximation," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 482-92, October.
  7. Toevs, Alden L., 1982. "Approximate variance formulas for the elasticities of substitution obtained from translog cost functions," Economics Letters, Elsevier, vol. 10(1-2), pages 107-113.
  8. Belongia, Michael T & Chalfant, James A, 1989. "The Changing Empirical Definition of Money: Some Estimates from a Model of the Demand for Money Substitutes," Journal of Political Economy, University of Chicago Press, vol. 97(2), pages 387-97, April.
  9. Diewert, W. E., 1976. "Exact and superlative index numbers," Journal of Econometrics, Elsevier, vol. 4(2), pages 115-145, May.
  10. Eichenbaum, Martin & Hansen, Lars Peter, 1990. "Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 53-69, January.
  11. Swofford, James L & Whitney, Gerald A, 1988. "Comparison of Nonparametric Tests of Weak Separability for Annual and Quarterly Data on Consumption, Leisure, and Money," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(2), pages 241-46, April.
  12. Serletis, Apostolos, 1991. "The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(1), pages 35-52, February.
  13. Barnett, William A., 1978. "The user cost of money," Economics Letters, Elsevier, vol. 1(2), pages 145-149.
  14. Diewert, W Erwin, 1978. "Superlative Index Numbers and Consistency in Aggregation," Econometrica, Econometric Society, vol. 46(4), pages 883-900, July.
  15. Adrian R. Fleissig & Apostolos Serletis, 2002. "Semi-non-parametric estimates of substitution for Canadian monetary assets," Canadian Journal of Economics, Canadian Economics Association, vol. 35(1), pages 78-91, February.
  16. Douglas Fisher & Adrian R. Fleissig & Apostolos Serletis, 2001. "An empirical comparison of flexible demand system functional forms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 59-80.
  17. Joseph Atta-Mensah & Loretta Nott, 1999. "Recent developments in the monetary aggregates and their implications," Bank of Canada Review, Bank of Canada, vol. 1999(Spring), pages 5-19.
  18. Varian, Hal R, 1982. "The Nonparametric Approach to Demand Analysis," Econometrica, Econometric Society, vol. 50(4), pages 945-73, July.
  19. Swofford, James L & Whitney, Gerald A, 1986. "Flexible Functional Forms and the Utility Approach to the Demand for Money: A Nonparametric Analysis: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(3), pages 383-89, August.
  20. Donal J. Donovan, 1978. "Modeling the Demand for Liquid Assets: An Application to Canada (Etablissement d'un modèle de demande d'actifs liquides: application au Canada) (Construcción de un modelo de demanda de activos l," IMF Staff Papers, Palgrave Macmillan, vol. 25(4), pages 676-704, December.
  21. Canzoneri, Matthew B & Rogers, Carol Ann, 1990. "Is the European Community an Optimal Currency Area? Optimal Taxation versus the Cost of Multiple Currencies," American Economic Review, American Economic Association, vol. 80(3), pages 419-33, June.
  22. Barnett, William A., 1985. "The minflex-laurent translog flexible functional form," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 33-44.
  23. Varian, Hal R, 1983. "Non-Parametric Tests of Consumer Behaviour," Review of Economic Studies, Wiley Blackwell, vol. 50(1), pages 99-110, January.
  24. Gallant, A. Ronald, 1981. "On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form," Journal of Econometrics, Elsevier, vol. 15(2), pages 211-245, February.
  25. Swofford, James L., 2000. "Microeconomic foundations of an optimal currency area," Review of Financial Economics, Elsevier, vol. 9(2), pages 121-128, December.
  26. Fleissig, Adrian R. & Hall, Alastair R. & Seater, John J., 2000. "Garp, Separability, And The Representative Agent," Macroeconomic Dynamics, Cambridge University Press, vol. 4(03), pages 324-342, September.
  27. Barnett, William A & Fisher, Douglas & Serletis, Apostolos, 1992. "Consumer Theory and the Demand for Money," Journal of Economic Literature, American Economic Association, vol. 30(4), pages 2086-2119, December.
  28. Berndt, Ernst R & Savin, N Eugene, 1975. "Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances," Econometrica, Econometric Society, vol. 43(5-6), pages 937-57, Sept.-Nov.
  29. Fisher, Douglas & Fleissig, Adrian R, 1997. "Monetary Aggregation and the Demand for Assets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 458-75, November.
  30. Swofford, James L. & Whitney, Gerald A., 1994. "A revealed preference test for weakly separable utility maximization with incomplete adjustment," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 235-249.
  31. Diewert, W. E., 1973. "Functional forms for profit and transformation functions," Journal of Economic Theory, Elsevier, vol. 6(3), pages 284-316, June.
  32. Douglas Fisher & Adrian Fleissig, 1994. "Money demand in a flexible dynamic Fourier expenditure system," Proceedings, Federal Reserve Bank of St. Louis, issue Mar, pages 117-128.
  33. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
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