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A Vector Error-Correction Model of Money and Price Dynamics In New Zealand

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  • Robertson, John
  • Orden, David

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  • Robertson, John & Orden, David, 1989. "A Vector Error-Correction Model of Money and Price Dynamics In New Zealand," 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand 144823, Australian Agricultural and Resource Economics Society.
    • Handle: RePEc:ags:aare89:144823
    DOI: 10.22004/ag.econ.144823
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    References listed on IDEAS

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    1. David A. Bessler, 1984. "Relative Prices and Money: A Vector Autoregression on Brazilian Data," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(1), pages 25-30.
    2. S. Devadoss & William H. Meyers, 1987. "Relative Prices and Money: Further Results for the United States," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(4), pages 838-842.
    3. Bera, Anil K. & Jarque, Carlos M., 1982. "Model specification tests : A simultaneous approach," Journal of Econometrics, Elsevier, vol. 20(1), pages 59-82, October.
    4. Pagan, Adrian, 1987. "Three Econometric Methodologies: A Critical Appraisal," Journal of Economic Surveys, Wiley Blackwell, vol. 1(1), pages 3-24.
    5. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    6. Devadoss, Stephen & Meyers, William H., 1987. "Relative Prices and Money: Further Results for the United States," Staff General Research Papers Archive 10856, Iowa State University, Department of Economics.
    7. Luther G. Tweeten, 1980. "Macroeconomics in Crisis: Agriculture in an Underachieving Economy," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(5), pages 853-865.
    8. Dallas S. Batten & Michael T. Belongia, 1986. "Monetary Policy, Real Exchange Rates, and U.S. Agricultural Exports," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(2), pages 422-427.
    9. Tweeten, Luther G., 1980. "Macroeconomics In Crisis: Agriculture In An Underachieving Economy," 1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois 278881, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. 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.
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    Cited by:

    1. Kitchen, John & LeBlanc, Michael & Conway, Roger, 1989. "Commodity Prices in Monetary Policy: The Potential Role of Agricultural Commodity Prices," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270491, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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