Financial innovations and the interest elasticity of money demand: Evidence from an error correction model
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Volume (Year): 25 (1997)
Issue (Month): 2 (June)
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- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
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"Critical Values for Cointegration Tests,"
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- Cagan, Phillip & Schwartz, Anna Jacobson, 1975.
"Has the Growth of Money Substitutes Hindered Monetary Policy?,"
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Blackwell Publishing, vol. 7(2), pages 137-59, May.
- Phillip Cagan & Anna J. Schwartz, 1987. "Has the Growth of Money Substitutes Hindered Monetary Policy?," NBER Chapters, in: Money in Historical Perspective, pages 209-233 National Bureau of Economic Research, Inc.
- 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.
- Hendry, David F & Ericsson, Neil R, 1991. "An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz," American Economic Review, American Economic Association, vol. 81(1), pages 8-38, March.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
- 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.
- Kenneth M. Emery, 1991. "Modeling the effects of inflation on the demand for money," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Mar, pages 17-29.
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