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Money and Prices in Germany. Empirical Results for 1962 to 1994 Author info | Abstract | Publisher info | Download info | Related research | Statistics I. BR"UGGEMANN
J. WOLTERS
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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number
1996-34.
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Handle: RePEc:wop:humbsf:1996-34Contact details of provider: Postal: Spandauer Str. 1,10178 Berlin Phone: +49-30-2093-5708 Fax: +49-30-2093-5617 Email: Web page: http://sfb.wiwi.hu-berlin.de More information through EDIRC
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References listed on IDEAS 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.: Osterwald-Lenum, Michael, 1992.
"A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
Hall, Stephen G & Milne, Alistair, 1994.
"The Relevance of P-Star Analysis to UK Monetary Policy ,"
Economic Journal ,
Royal Economic Society, vol. 104(424), pages 597-604, May.
[Downloadable!] (restricted)
Engle, Robert F & Granger, Clive W J, 1987.
"Co-integration and Error Correction: Representation, Estimation, and Testing ,"
Econometrica ,
Econometric Society, vol. 55(2), pages 251-76, March.
[Downloadable!] (restricted)
Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration ,"
Journal of Econometrics ,
Elsevier, vol. 44(1-2), pages 215-238.
[Downloadable!] (restricted)
Other versions:
Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal Integration And Cointegration ,"
Papers
0-88-2, Pennsylvania State - Department of Economics.
Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal, Integration And Cointegration ,"
Papers
6-88-2, Pennsylvania State - Department of Economics.
Karl-Heinz Tödter & Hans-Eggert Reimers, 1994.
"P-Star as a link between money and prices in Germany ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 130(2), pages 273-289, June.
[Downloadable!] (restricted)
Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996.
"Cointegration tests in the presence of structural breaks ,"
Journal of Econometrics ,
Elsevier, vol. 70(1), pages 187-220, January.
[Downloadable!] (restricted)
Other versions: Breusch, Trevor S & Wickens, Michael R, 1987.
"Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models ,"
CEPR Discussion Papers
154, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Wickens, Michael R., 1996.
"Interpreting cointegrating vectors and common stochastic trends ,"
Journal of Econometrics ,
Elsevier, vol. 74(2), pages 255-271, October.
[Downloadable!] (restricted)
H. L"Utkepohl & T. Ter"Asvirta & J. Wolters, .
"Investigating Stability and Linearity of a German M1 Money Demand Function ,"
Sonderforschungsbereich 373
1995-57, Humboldt Universitaet Berlin.
Other versions:
Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995.
"Investigating Stability and Linearity of a German M1 Money Demand Function ,"
Working Paper Series in Economics and Finance
64, Stockholm School of Economics.
Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999.
"Investigating Stability and Linearity of a German M1 Money Demand Function ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(5), pages 511-25, Sept.-Oct.
[Downloadable!] Hallman, Jeffrey J & Porter, Richard D & Small, David H, 1991.
"Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run? ,"
American Economic Review ,
American Economic Association, vol. 81(4), pages 841-58, September.
[Downloadable!] (restricted)
Hwang, Hae-shin, 1985.
"Test of the Adjustment Process and Linear Homogeneity in a Stock Adjustment Model of Money Demand ,"
The Review of Economics and Statistics ,
MIT Press, vol. 67(4), pages 689-92, November.
[Downloadable!] (restricted)
Miller, Stephen M, 1991.
"Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 23(2), pages 139-54, May.
[Downloadable!] (restricted)
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