I(2) Representation of U.S. Money Demand
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|Date of creation:||1993|
|Date of revision:|
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Web page: http://www.coss.fsu.edu/economics/
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- Stock, James H & Watson, Mark W, 1993.
"A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems,"
Econometric Society, vol. 61(4), pages 783-820, July.
- James H. Stock & Mark W. Watson, 1991. "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues 91-3, Federal Reserve Bank of Chicago.
- Tom Doan, . "SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS," Statistical Software Components RTS00207, Boston College Department of Economics.
- Lucas, Robert E., 1988. "Money demand in the United States: A quantitative review," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 29(1), pages 137-167, January.
- Robert E. Lucas, Jr. & Nancy L. Stokey, 1985.
"Money and Interest in a Cash-in-Advance Economy,"
NBER Working Papers
1618, National Bureau of Economic Research, Inc.
- Johansen, Søren, 1992. "A Representation of Vector Autoregressive Processes Integrated of Order 2," Econometric Theory, Cambridge University Press, vol. 8(02), pages 188-202, June.
- 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.).
- Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May.
- Friedman, Benjamin M & Kuttner, Kenneth N, 1992. "Money, Income, Prices, and Interest Rates," American Economic Review, American Economic Association, vol. 82(3), pages 472-92, June.
- Juselius, Katarina, 1993.
"VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling,"
Springer, vol. 18(4), pages 595-622.
- : Katarina Juselius, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Discussion Papers 93-05, University of Copenhagen. Department of Economics.
- Johansen, S., 1991.
"Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data,"
78, Helsinki - Department of Economics.
- Johansen, Soren, 1992. "Testing weak exogeneity and the order of cointegration in UK money demand data," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 313-334, June.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Norrbin, S.C. & Reffett, K.L., 1993. "Stochastic Trends and Alternative Payments Media," Working Papers 1993_04_01, Department of Economics, Florida State University.
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