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Citations for "Cointegration and Dynamic Simultaneous Equations Model"

by Cheng Hsiao

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1. Abdul Karim, Zulkefly & Md. Said, Fathin Faezah & Jusoh, Mansor & Md. Thahir, Md. Zyadi, 2009. "Monetary policy and inflation targeting in a small open-economy," MPRA Paper 23949, University Library of Munich, Germany, revised 10 Jan 2010.
2. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July.
3. Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2004. "Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy," IEPR Working Papers 04.1, Institute of Economic Policy Research (IEPR).
   
   • Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601.
   • Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002. "Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-1, International Conferences on Panel Data.
4. Roberto Golinelli & Riccardo Rovelli, 2002. "Monetary Policy Transmission, Interest Rate Rules and Inflation Targeting in Three Transition Countries," Eastward Enlargement of the Euro-zone Working Papers wp10, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Aug 2002.
   
   • Golinelli, Roberto & Rovelli, Riccardo, 2005. "Monetary policy transmission, interest rate rules and inflation targeting in three transition countries," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 183-201, January.
5. D. S. Poskitt, 2004. "On The Identification and Estimation of Partially Nonstationary ARMAX Systems," Monash Econometrics and Business Statistics Working Papers 20/04, Monash University, Department of Econometrics and Business Statistics.
6. K Alec Chrystal & Paul Mizen, 2001. "Consumption, money and lending: a joint model for the UK household sector," Bank of England working papers 134, Bank of England.
7. Petter Vegard Hansen & Lars Lindholt, 2008. "The market power of OPEC 1973-2001," Applied Economics, Taylor and Francis Journals, vol. 40(22), pages 2939-2959.
   
   • Petter Vegard Hansen & Lars Lindholt, 2004. "The market power of OPEC 1973-2001," Discussion Papers 385, Research Department of Statistics Norway.
8. Fedderke, J. W. & Liu, W., 2002. "Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995," Economic Modelling, Elsevier, vol. 19(3), pages 419-444, May.
9. Kim, In-Moo & Park, Joon Y., 2005. "Iterative Maximum Likelihood Estimation of Cointegrating Vectors," Working Papers 2005-02, Rice University, Department of Economics.
10. Shabtai Donnenfeld & Alfred A. Haug, 2001. "Currency Invoicing of U.S. Imports," Working Papers 2002_11, York University, Department of Economics, revised Apr 2002.
    
    • Shabtai Donnenfeld & Alfred A. Haug, 2008. "Currency invoicing of US imports," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 184-198.
11. Wai Ching Poon, 2010. "Augmented MCi: AN Indicator Of Monetary Policy Stance For ASEAN-5?," Monash Economics Working Papers 25-10, Monash University, Department of Economics.
12. Pami Dua & Upasna Gaur, 2009. "Determination of Inflation in an Open Economy Phillips Curve Framework-- The Case of Developed and Developing Asian Countries," Working papers 178, Centre for Development Economics, Delhi School of Economics.
    
    • Pami Dua & Upasna Gaur, 2010. "Determination of inflation in an open economy Phillips curve framework: the case of developed and developing Asian countries," Macroeconomics and Finance in Emerging Market Economies, Taylor and Francis Journals, vol. 3(1), pages 33-51.
    • Pami Dua & Gaur Upasna, 2009. "Determination of Inflation in an Open Economy Phillips Curve Framework: The Case of Developed and Developing Asian Countries," Working Papers id:1973, eSocialSciences.
13. Antonio E. Noriega, 2004. "Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output," Economia Mexicana NUEVA EPOCA, , vol. 0(1), pages 29-42, January-J.
14. Biørn, Erik, 2012. "An Econometric Market Model of Capital and Investment Inspired by Haavelmo," Memorandum 11/2012, Oslo University, Department of Economics.
15. V. Pandit, 2008. "Structural Modeling under Challenge," Working Papers id:1622, eSocialSciences.
16. Talan B. Iscan & U.L. Gouranga Rao, 2000. "Investment and the Current Account: A Triangular Model of the G-7 Key words: Investment; current account; triangular simultaneous equations model; random coefficients regression model," Department of Economics at Dalhousie University working papers archive rao, Dalhousie, Department of Economics.
17. Wai-Ching Poon, 2010. "A monetary policy rule: The augmented Monetary Conditions Index for Philippines using UECM and bounds tests," Monash Economics Working Papers 04-10, Monash University, Department of Economics.
18. Davidson, James, 1998. "Structural relations, cointegration and identification: some simple results and their application," Journal of Econometrics, Elsevier, vol. 87(1), pages 87-113, August.
19. V. Pandit, 2001. "Structural Modelling Under Challenge," Working papers 98, Centre for Development Economics, Delhi School of Economics.
20. Kapteyn, A. & Kalwij, A. & Zaidi, A., 2000. "The Myth of Worksharing," Economics Series Working Papers 9932, University of Oxford, Department of Economics.
    
    • Kapteyn, Arie & Kalwij, Adriaan & Zaidi, Asghar, 2004. "The myth of worksharing," Labour Economics, Elsevier, vol. 11(3), pages 293-313, June.
    • Kapteyn, Arie & Kalwij, Adriaan & Zaidi, Asghar, 2000. "The Myth of Worksharing," IZA Discussion Papers 188, Institute for the Study of Labor (IZA).
    • Kapteyn, A. & Kalwij, A.S. & Zaidi, M.A., 2000. "The Myth of Worksharing," Discussion Paper 2000-23, Tilburg University, Center for Economic Research.
21. Annie Corbin, 2004. "Capital mobility and adjustment of the current account imbalances: a bounds testing approach to cointegration in 12 countries (1880-2001)," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 257-276.
22. Krishnakumar, Jaya, 2001. "A short comment on the JE Open forum essays," Journal of Econometrics, Elsevier, vol. 100(1), pages 77-78, January.
23. Wai Ching Poon, 2010. "Testing Transmission Mechanisms on Economic Growth in Malaysia," Monash Economics Working Papers 26-10, Monash University, Department of Economics.
24. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003. "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers 502, University of Rochester - Center for Economic Research (RCER).
25. Price, Simon & Nasim, Anjum, 1998. "Modelling inflation and the demand for money in Pakistan; cointegration and the causal structure," Economic Modelling, Elsevier, vol. 16(1), pages 87-103, January.
26. In Choi & Peter C.B. Phillips, 1997. "Regressions for Partially Identified, Cointegrated Simultaneous Equations," Cowles Foundation Discussion Papers 1162, Cowles Foundation for Research in Economics, Yale University.
27. Keshab Shrestha & Kok Tan, 2005. "Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 139-157, September.
28. Juhl, Ted & Xiao, Zhijie, 2005. "Testing for cointegration using partially linear models," Journal of Econometrics, Elsevier, vol. 124(2), pages 363-394, February.
29. Megumi Kubota, . "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers 09/24, Department of Economics, University of York.
30. Dutkowsky, Donald H. & McCoskey, Suzanne K., 2001. "Near integration, bank reluctance, and discount window borrowing," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1013-1036, June.

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