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Regime changes and econometric modeling of the demand for money in Korea

  • Cheong, ChongCheul
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    File URL: http://www.sciencedirect.com/science/article/B6VB1-4863WBX-1/2/f55031a18dc33fb8ba497d3e436c4093
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    Article provided by Elsevier in its journal Economic Modelling.

    Volume (Year): 20 (2003)
    Issue (Month): 3 (May)
    Pages: 437-453

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    Handle: RePEc:eee:ecmode:v:20:y:2003:i:3:p:437-453
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30411

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    1. Bordo, Michael David & Jonung, Lars, 1981. "The Long Run Behavior of the Income Velocity of Money in Five Advanced Countries, 1870-1975: An Institutional Approach," Economic Inquiry, Western Economic Association International, vol. 19(1), pages 96-116, January.
    2. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    3. Robert J. Gordon, 1984. "The Short-Run Demand for Money: A Reconsideration," NBER Working Papers 1421, National Bureau of Economic Research, Inc.
    4. Qin, Duo, 1998. "Disequilibrium institutional factors in aggregate money demand: evidence from three economies," Journal of Development Economics, Elsevier, vol. 57(2), pages 457-471.
    5. Stephen M. Goldfeld, 1976. "The Case of the Missing Money," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 7(3), pages 683-740.
    6. Hall, S. & Mizon, G.E. & Welfe, A., 1999. "Modelling economies in transition: an introduction," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.
    7. Hendry, David F, 1988. "The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics," Oxford Economic Papers, Oxford University Press, vol. 40(1), pages 132-49, March.
    8. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
    9. Johansen, S., 1991. "Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data," Papers 78, Helsinki - Department of Economics.
    10. Cuthbertson, Keith, 1988. "The Demand for M1: A Forward Looking Buffer Stock Model," Oxford Economic Papers, Oxford University Press, vol. 40(1), pages 110-31, March.
    11. Engle, Robert F. & Hendry, David F., 1993. "Testing superexogeneity and invariance in regression models," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 119-139, March.
    12. 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.).
    13. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    14. Bardsen, Gunnar, 1992. "Dynamic modeling of the demand for narrow money in Norway," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 363-393, June.
    15. Z. Psaradakis & M. Solá, 1993. "On the power of tests for superexogeneity and structural invariance," Documentos de Trabajo (working papers) 0993, Department of Economics - dECON.
    16. David F. Hendry & Neil R. Ericsson, 1999. "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, vol. 24(1), pages 1-21.
    17. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-78, May.
    18. 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.).
    19. Cooley, Thomas F & LeRoy, Stephen F, 1981. "Identification and Estimation of Money Demand," American Economic Review, American Economic Association, vol. 71(5), pages 825-44, December.
    20. Gupta, K. L. & Moazzami, B., 1989. "Demand for money in Asia," Economic Modelling, Elsevier, vol. 6(4), pages 467-473, October.
    21. Nickell, Stephen, 1985. "Error Correction, Partial Adjustment and All That: An Expository Note," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(2), pages 119-29, May.
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