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Real stock prices and the long-run money demand function: evidence from Canada and the USA

  • Choudhry, Taufiq
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    File URL: http://www.sciencedirect.com/science/article/B6V9S-3VW1CGR-1/2/f4ed44116880169c766995466aacb855
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    Article provided by Elsevier in its journal Journal of International Money and Finance.

    Volume (Year): 15 (1996)
    Issue (Month): 1 (February)
    Pages: 1-17

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    Handle: RePEc:eee:jimfin:v:15:y:1996:i:1:p:1-17
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443

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    1. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    2. 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.
    3. Michael J. Hamburger, 1987. "A Stable Money Demand Function," Contemporary Economic Policy, Western Economic Association International, vol. 5(1), pages 34-40, 01.
    4. Ghysels, Eric & Perron, Pierre, 1993. "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
    5. Dickey, David A & Rossana, Robert J, 1994. "Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(3), pages 325-53, August.
    6. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
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