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Citations of
Patrick J. Coe

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Coe, P.J. & Pesaran, M.H. & Vahey, S.P., 2003. "Scope for Cost Minimization in Public Debt Management: the Case of the UK," Cambridge Working Papers in Economics 0338, Faculty of Economics, University of Cambridge. [Downloadable!]

    Cited by:

    1. Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:

  2. Coe, P. & Pesaran, M.H. & Vahey, S.P., 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," Cambridge Working Papers in Economics 0005, Faculty of Economics, University of Cambridge. [Downloadable!]
    Other versions:

    Cited by:

    1. Silvia Marchesi, 2006. "Buybacks of domestic debt in public debt management," European Journal of Finance, Taylor and Francis Journals, vol. 12(5), pages 379-400, July. [Downloadable!] (restricted)
      Other versions:
    2. Coe, P. & Vahey S.P. & Wakerly, E.C., 2000. "The Transparency and Accountability of UK Debt Management: A Proposal," Cambridge Working Papers in Economics 0028, Faculty of Economics, University of Cambridge. [Downloadable!]

  3. Patrick Coe & Apostolos Serletis, 2000. "Bounds Tests of the Theory of Purchasing Power Parity," Working Papers 2000-05, Department of Economics, University of Calgary, revised 10 Dec 2000.
    Published as:

    Cited by:

    1. Angelos Kanas, 2009. "Real exchange rate, stationarity, and economic fundamentals," Journal of Economics and Finance, Springer, vol. 33(4), pages 393-409, October. [Downloadable!] (restricted)
    2. Tuck Cheong Tang, 2003. "Cointegration analysis for Japanese import demand: revisited," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 905-908, November. [Downloadable!] (restricted)

Articles

  1. Patrick J. Coe & James M. Nason, 2004. "Long-run monetary neutrality and long-horizon regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 355-373. [Downloadable!]

    Cited by:

    1. Frederick H. Wallace & Gary L. Shelley, 2005. "An Alternative Test of Purchasing Power Parity," International Finance 0502009, EconWPA. [Downloadable!]
      Other versions:
    2. Gary L. Shelley & Frederick H. Wallace, 2004. "Long Run Effects of Money on Real Consumption and Investment in the U.S," Macroeconomics 0404007, EconWPA, revised 06 Apr 2004. [Downloadable!]
      Other versions:
    3. Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics 0407013, EconWPA, revised 17 May 2005. [Downloadable!]
      Other versions:
    4. Frederick H. Wallace & Gary L. Shelley, 2004. "Long Run Neutrality and Superneutrality of Money: Aggregate and Sectoral Tests for Nicaragua," Macroeconomics 0402004, EconWPA. [Downloadable!]
    5. Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers 2006:18, Lund University, Department of Economics. [Downloadable!]
      Other versions:
    6. Shyh-Wei Chen, 2007. "Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan," Economics Bulletin, Economics Bulletin, vol. 3(64), pages 1-18. [Downloadable!]

  2. Coe, Patrick J. & Nason, James M., 2003. "The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?," Economics Letters, Elsevier, vol. 78(3), pages 351-356, March. [Downloadable!] (restricted)

    Cited by:

    1. Frederick H. Wallace & Gary L. Shelley, 2005. "An Alternative Test of Purchasing Power Parity," International Finance 0502009, EconWPA. [Downloadable!]
      Other versions:
    2. Patrick J. Coe & James M. Nason, 2004. "Long-run monetary neutrality and long-horizon regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 355-373. [Downloadable!]
    3. Gary L. Shelley & Frederick H. Wallace, 2004. "Long Run Effects of Money on Real Consumption and Investment in the U.S," Macroeconomics 0404007, EconWPA, revised 06 Apr 2004. [Downloadable!]
      Other versions:
    4. Gary Shelley & Frederick Wallace, 2005. "The relation between U.S. money growth and inflation: evidence from a band-pass filter," Economics Bulletin, Economics Bulletin, vol. 5(8), pages 1-13. [Downloadable!]
    5. Wallace, Fred & Cabrera-Castellanos, Luis F., 2006. "Neutralidad monetaria a Largo plazo: El caso de Guatemala
      [Long Run Money Neutrality in Guatemala]      ," MPRA Paper 4025, University Library of Munich, Germany, revised 2006. [Downloadable!]
    6. Shyh-Wei Chen, 2007. "Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan," Economics Bulletin, Economics Bulletin, vol. 3(64), pages 1-18. [Downloadable!]
    7. Frederick H.Wallace & Gary L. Shelley, 2007. "Long Run Neutrality of Money in Mexico," Economia Mexicana NUEVA EPOCA, , vol. 0(2), pages 219-238, July-Dece. [Downloadable!]

  3. Coe, Patrick J, 2002. "Financial Crisis and the Great Depression: A Regime Switching Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 76-93, February.

    Cited by:

    1. Patrick J. Coe & James M. Nason, 2004. "Long-run monetary neutrality and long-horizon regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 355-373. [Downloadable!]
    2. Mark Carlson, 2001. "Are branch banks better survivors? Evidence from the Depression era," Finance and Economics Discussion Series 2001-51, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. A. Johansen & D. Sornette, 2002. "Endogenous versus Exogenous Crashes in Financial Markets," Quantitative Finance Papers cond-mat/0210509, arXiv.org. [Downloadable!]
    4. Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005. "Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns," Money Macro and Finance (MMF) Research Group Conference 2005 46, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    5. TCHANA TCHANA , Fulbert, 2008. "The Empirics of Banking Regulation," MPRA Paper 9299, University Library of Munich, Germany. [Downloadable!]
    6. Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper F., 2008. "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers 7083, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    7. Bertrand Maillet & Madalina Olteanu & Joseph Rynkiewicz, 2004. "Caractérisation de crises financières à l'aide de modèles hybrides (HMC-MLP)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308473_v1, HAL. [Downloadable!]
    8. Ryan A. Compton & Jose Ricardo da Costa e Silva, 2005. "Finance and the Business Cycle: a Kalman Filter Approach with Markov Switching," Working Papers Series 97, Central Bank of Brazil, Research Department. [Downloadable!]
    9. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Regime Switching and Artificial Neural Network Forecasting," Working Papers 0502, University of Crete, Department of Economics. [Downloadable!]
    10. M Cruz, 2003. "The Business Cycle in a Financially Deregulated Context: Theory and Evidence," The School of Economics Discussion Paper Series 0331, Economics, The University of Manchester. [Downloadable!]

  4. Patrick J. Coe, 2002. "Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output," Empirical Economics, Springer, vol. 27(2), pages 395-401. [Downloadable!] (restricted)

    Cited by:

    1. Yin-Wong Cheung & Ulf G. Erlandsson, 2004. "Exchange Rates and Markov Switching Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:

  5. Coe, Patrick J. & Serletis, Apostolos, 2002. "Bounds tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 179-199, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Atkins, Frank J. & Coe, Patrick J., 2002. "An ARDL bounds test of the long-run Fisher effect in the United States and Canada," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 255-266, June. [Downloadable!] (restricted)

    Cited by:

    1. T.K. Jayaraman & Baljeet Singh, 2007. "Foreign Direct Investment and Employment Creation in Pacific Island Countries: An Empirical Study of Fiji," Working Papers 3507, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada.. [Downloadable!]
    2. Chien-Chung Nieh & Yu-Shan Wang, 2005. "ARDL Approach to the Exchange Rate Overshooting in Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 25(1), pages 55-71, August. [Downloadable!] (restricted)
    3. Min B. SHRESTHA & Khorshed CHOWDHURY, 2007. "Impact of Financial Liberalization on Welfare: Evidence from Nepal," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1). [Downloadable!] (restricted)
    4. Linda Chor Wing Yung & Sam Hak-Kan Tang, 2005. "Does Rapid Economic Growth Accelerate Democratization? Time-Series Evidence from High Performing Asian Economies," Economics Discussion / Working Papers 05-20, The University of Western Australia, Department of Economics. [Downloadable!]
    5. Nicolaas Groenewold & Sam Hak Kan Tang, 2005. "Killing the Goose that Lays the Golden Egg: a Time-Series Analysis of Institutional Change and Economic Growth in Hong Kong," Economics Discussion / Working Papers 05-06, The University of Western Australia, Department of Economics. [Downloadable!]

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This page was last updated on 2009-12-10.

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