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Zinsgewichtete Geldmengenaggregate und wirtschaftliche Aktivität

  • Krämer, Jörg W.
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    File URL: http://econstor.eu/bitstream/10419/47040/1/257279865.pdf
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    Paper provided by Kiel Institute for the World Economy in its series Kiel Working Papers with number 656.

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    Date of creation: 1994
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    Handle: RePEc:kie:kieliw:656
    Contact details of provider: Postal: Kiellinie 66, D-24105 Kiel
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    Web page: http://www.ifw-kiel.de
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    1. 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.
    2. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
    3. Urbain, Jean-Pierre, 1992. "On Weak Exogeneity in Error Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(2), pages 187-207, May.
    4. Krämer, Jörg W., 1994. "Theorie und empirische Bestimmung zinsgewichteter Geldmengenaggregate," Kiel Working Papers 620, Kiel Institute for the World Economy.
    5. Barnett, William A., 1978. "The user cost of money," Economics Letters, Elsevier, vol. 1(2), pages 145-149.
    6. Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-10, November.
    7. Diewert, W. E., 1976. "Exact and superlative index numbers," Journal of Econometrics, Elsevier, vol. 4(2), pages 115-145, May.
    8. Serletis, Apostolos, 1991. "The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(1), pages 35-52, February.
    9. Hsiao, Cheng, 1979. "Causality tests in econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 1(4), pages 321-346, November.
    10. James G. MacKinnon, 2010. "Critical Values for Cointegration Tests," Working Papers 1227, Queen's University, Department of Economics.
    11. Döpke, Jörg & Gern, Klaus-Jürgen, 1993. "Indikatoren für die konjunkturellen Wirkungen der Geldpolitik: Evidenz aus sechs großen Industrieländern," Kiel Working Papers 593, Kiel Institute for the World Economy.
    12. Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 334-55, December.
    13. Downes, A. S. & Leon, H., 1987. "Testing for unit roots : An empirical investigation," Economics Letters, Elsevier, vol. 24(3), pages 231-235.
    14. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-48, August.
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