Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Estimating a European Demand for Money. (1998). Hayo, Bernd.
In: Macroeconomics.
RePEc:wpa:wuwpma:9811008.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 51

References cited by this document

Cocites: 40

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The empirical determinants of the Euro: Short and long run perspectives. (2000). Chinn, Menzie.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:200043.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Angeloni, I., C. Cotarelli and A. Levy (1994), Cross-Border Deposits, Aggregation, and Money Demand in the Transition to EMU, Journal of Policy Modeling 16, p. 27-54.

  2. Arnold, I.J.M. (1992), The Derivation of the Liquidity Ratio in the EMS, IMF Staff Papers 39, p. 195-202.
    Paper not yet in RePEc: Add citation now
  3. Arnold, I.J.M. (1994), The Myth of a Stable European Money Demand, Open Economies Review 5, p. 249-259.

  4. Arnold, I.J.M. and C.G. de Vries (1998), The Euro, Prudent Coherence?, Paper presented at the conference Common Money, Uncommon Regions, 24-25 July, ZEI, Bonn.

  5. Artis, M.J., R.C. Bladen-Hovell and W. Zhang (1993), A European Money Demand Function, in: P.R. Masson and M.P. Taylor (eds.), Policy Issues in the Operation of Currency Unions, Cambridge: Cambridge University Press, p. 240-263.

  6. Barr, D. (1992), The Demand for Money in Europe, IMF Staff Papers 39, p. 718-729.

  7. Browne, F.X., G. Fagan and J. Henry (1997), Money Demand in EU Countries: A Survey, EMI Staff Paper 7, European Monetary Institute, Frankfurt.

  8. Bruggeman, A. (1997a), EU-Wide Money Demand Functions A Review of the Empirical Literature, Tijdschrift voor Economie en Management 42, p. 229-251.
    Paper not yet in RePEc: Add citation now
  9. Bruggeman, A. (1997b), Can Monetary Aggregates Play a Role in the Monetary Policy Strategy of the ECB?, Paper presented at the annual Money, Macro and Finance Group conference in Durham, September.
    Paper not yet in RePEc: Add citation now
  10. Cassard, M., T.D. Lane and P.R. Masson (1997), Core ERM Money Demand and Effects on Inflation, The Manchester School 65, p. 1-24.

  11. Chow, G.C. and A. Lin (1971), Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series, Review of Economics and Statistics 53, p. 372-375.

  12. Clausen, V. (forthcoming), Money Demand and Monetary Policy in Europe, Weltwirtschaftliches Archiv. Clements, M.P. and G.E. Mizon (1991), Empirical Analysis of Macroeconomic Time Series, European Economic Review 35, p. 887-932.

  13. Doornik, J.A. and D.F. Hendry (1997), PcFiml 9.0, London: International Thomson Publishing.
    Paper not yet in RePEc: Add citation now
  14. Economic Review 37, p. 803-836. Wesche, K. (1994), Aggregierte Geldnachfrage in Europa, SFB Discussion Paper No. B-296, Bonn, Februar.
    Paper not yet in RePEc: Add citation now
  15. Engle, R.F. and C. Granger (1987), Co-integration and Error Correction: Representation, Estimation and Testing, Econometrica 55, p. 251-276.

  16. Fair, R.C. (1987), International Evidence on the Demand for Money, The Review of Economics and Statistics 69, p. 473-480.

  17. Falk, M. and N. Funke (1995), The Stability of Money Demand in Germany and in the EMS: Impact of German Unification, Weltwirtschaftliches Archiv 131, p. 470-488.

  18. Funke, N. (1996), The Stability of the Demand for Money Function in Germany: Myth or Reality?, Zeitschrift für Wirtschafts- und Sozialwissenschaften 116, p. 185-198.
    Paper not yet in RePEc: Add citation now
  19. Granger (eds.), Long-Run Economic Relationships, Oxford: Oxford University Press, p. 267-276. McCloskey, D.N. and S.T. Ziliak (1996), The Standard Error of Regression, Journal of Economic Literature 34, p. 97-114.

  20. Grunfeld, Y. and Z. Griliches (1960), Is Aggregation Necessarily Bad?, The Review of Economics and Statistics 17, p. 1-13.
    Paper not yet in RePEc: Add citation now
  21. Hansen, G. and J.-R. Kim (1995), The Stability of German Money Demand: Tests of the Cointegrating Relation, Weltwirtschaftliches Archiv 131, p. 386-301.
    Paper not yet in RePEc: Add citation now
  22. Hayo, B. (1994), No Further Evidence of Wagners Law for Mexico, Public Finance 49, p.

  23. Hayo, B. (1997), Alternative methodologische Ansätze in der Ökonometrie: Eine Einführung, Allgemeines Statistisches Archiv 81, p. 266-289.
    Paper not yet in RePEc: Add citation now
  24. Hayo, B. (1998), Empirische und theoretische Studien zur Europäischen Währungsunion, Frankfurt: Peter Lang.
    Paper not yet in RePEc: Add citation now
  25. Hayo, B. (forthcoming), Simplicity in Econometric Modelling: Some Methodological Considerations, Journal of Economic Methodology. Hendry, D.F. (1993), Econometrics: Alchemy or Science?, Oxford: Blackwell.

  26. Hendry, D.F. and G.E. Mizon (1993), Evaluating Dynamic Econometric Models by Encompassing the VAR, in: P.C.B. Phillips, Models, Methods, and Applications of Econometrics, (ed.), Cambridge (Mass.): Blackwell, p. 272-300.

  27. Hoffman, D.L. and R.H. Rasche (1996), Aggregate Money Demand Functions, Boston: Kluwer.
    Paper not yet in RePEc: Add citation now
  28. Issing, O. (1998), Welche geldpolitische Strategie für die EZB?, Paper presented at the 26.
    Paper not yet in RePEc: Add citation now
  29. Johansen, S. (1988), Statistical Analysis of Cointegration Vectors, Journal of Economic Dynamics and Control 12, p. 231-254.

  30. Johansen, S. (1992a), Cointegration in Partial Systems and the Efficiency of Single-Equation Analysis, Journal of Econometrics 52, p. 389-402.

  31. Johansen, S. (1992b), Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data, Journal of Policy Modeling 14, p. 313-334.

  32. Johansen, S. and K. Juselius (1990), Maximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics 52, p.169-210.

  33. Kremers, J.J.M. and T.D. Lane (1990), Economic and Monetary Integration and the Aggregate Demand for Money in the EMS, IMF Staff Papers 37, p. 777-805.

  34. Laidler, D.E.W. (1993), The Demand for Money, 4th ed., New York: Harper Collins College Publishers.
    Paper not yet in RePEc: Add citation now
  35. Lane, T.D. and S.S. Poloz (1992), Currency Substitution and Cross-Border Monetary Aggregation: Evidence from the G-7, IMF Working Paper No. 81, October.

  36. Lovell, C.A.K. (1973), A Note on Aggregation Biases and Loss, Journal of Econometrics 1, p. 301-311.

  37. MacKinnon, J.G. (1991), Critical Values for Cointegration Tests, in: R.F. Engle and C.

  38. Monticelli, C. and L. Papi (1996), European Integration, Monetary Co-ordination, and the Demand for Money, Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
  39. Monticelli, C. and M.-O. Strauss-Kahn (1992), Broad Monetary Aggregates and National Money Demand in Europe, Economies et Sociétés, Série Economie monétaire 9, p.
    Paper not yet in RePEc: Add citation now
  40. Monticelli, C. and M.-O. Strauss-Kahn (1993), European Integration and the Demand for Broad Money, The Manchester School 61, p. 345-366.

  41. OECD (1993), Economic Surveys: Germany, Paris: OECD.
    Paper not yet in RePEc: Add citation now
  42. Osterwald-Lenum, M. (1992), A Note With Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics, Oxford Bulletin of Economics and Statistics 54, p. 461-471.

  43. Pesaran, M.H., R.G. Pierse and M.S. Kumar (1989), Econometric Analysis of Aggregation in the Context of Linear Prediction Models, Econometrica 57, p. 861-888.

  44. Poole, W. (1988), Monetary Policy Lessons of Recent Inflation and Disinflation, Journal of Economic Perspectives 2, p. 73-100.

  45. Riet, A.G. van (1993), Studies of EC Money Demand: Survey and Assessment, De Nederlandsche Bank Quarterly Bulletin p. 63-75.
    Paper not yet in RePEc: Add citation now
  46. Spencer, P. (1997), Monetary Integration and Currency Substitution in the EMS: The Case for a European Monetary Aggregate, European Economic Review 41, p. 1403-1419.

  47. Thornton, D.L. (1994), Financial Innovations, Deregulation, and the `Credit View of Monetary Policy, Review 76, Federal Reserve Bank of St. Louis, p. 31-49.

  48. Volkswirtschaftliche Tagung of the Oesterreichische Nationalbank on 8 May in Vienna. 29 Janssen, N.G.J. and A.J. Bhundia (1998), Aggregation-Theoretic and Statistical Issues in Estimating EU Money Demand, mimeo, Bank of England.
    Paper not yet in RePEc: Add citation now
  49. Wesche, K. (1997), The Demand for Divisia Money in a Core Monetary Union, Review 79, Federal Reserve Bank of St. Louis, p. 51-60.

  50. Williamson, J. (1994), Estimating Equilibrium Exchange Rates, (ed.), Washington: Institute for International Economics.

  51. Wolters, J. and H. Lütkepohl (1997), Die Geldnachfrage für M3: Neue Ergebnisse für das vereinigte Deutschland, Ifo-Studien 43, p. 35-54.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary overhang in times of covid: evidence from the euro area. (2022). , Ivo.
    In: Applied Economics.
    RePEc:taf:applec:v:54:y:2022:i:35:p:4030-4042.

    Full description at Econpapers || Download paper

  2. Money demand stability: A case study of Nigeria. (2013). Webber, Don ; kumar, saten ; Fargher, Scott .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:6:p:978-991.

    Full description at Econpapers || Download paper

  3. The (in)stability of money demand in the euro area: lessons from a cross-country analysis. (2011). Nautz, Dieter.
    In: Empirica.
    RePEc:kap:empiri:v:38:y:2011:i:4:p:539-553.

    Full description at Econpapers || Download paper

  4. The demand for euros. (2010). Roelands, Sebastian ; Arnold, Ivo ; Arnold, Ivo J. M., .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:2:p:674-684.

    Full description at Econpapers || Download paper

  5. Entrepreneurship and the Business Cycle. (2009). Thurik, Roy ; Koellinger, Philipp.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20090032.

    Full description at Econpapers || Download paper

  6. Money demand stability and inflation prediction in the four largest EMU countries. (2009). Carstensen, Kai ; Hossfeld, Oliver ; Hagen, Jan ; Neaves, Abelardo S..
    In: Munich Reprints in Economics.
    RePEc:lmu:muenar:19946.

    Full description at Econpapers || Download paper

  7. MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES. (2009). Hossfeld, Oliver ; Carstensen, Kai ; Neaves, Abelardo Salazar ; Hagen, Jan .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:56:y:2009:i:1:p:73-93.

    Full description at Econpapers || Download paper

  8. Money demand stability and inflation prediction in the four largest EMU countries. (2008). Hossfeld, Oliver ; Carstensen, Kai ; Neaves, Abelardo Salazar ; Hagen, Jan .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1443.

    Full description at Econpapers || Download paper

  9. On the use of area-wide models in the Euro-zone. (2008). Sbrana, Giacomo.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:17:y:2008:i:4:p:499-518.

    Full description at Econpapers || Download paper

  10. Money Demand Stability and Inflation Prediction in the Four Largest EMU Countries. (2008). Hossfeld, Oliver ; Carstensen, Kai ; Neaves, Abelardo Salazar ; Hagen, Jan .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_61.

    Full description at Econpapers || Download paper

  11. Currency Substitution and Money Demand in Euroland. (2006). de Freitas, Miguel.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:34:y:2006:i:3:p:275-287.

    Full description at Econpapers || Download paper

  12. EU-WIDE MONEY AND CURRENCY SUBSTITUTION. (2006). de Freitas, Miguel.
    In: The IUP Journal of Monetary Economics.
    RePEc:icf:icfjmo:v:04:y:2006:i:4:p:48-63.

    Full description at Econpapers || Download paper

  13. The ECB and the Conduct of Monetary Policy: Goodharts Law and Lessons from the Euro Area. (2006). C. A. E. GOODHART, .
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:44:y:2006:i:4:p:757-778.

    Full description at Econpapers || Download paper

  14. Money Demand in EU Countries: A Survey. (2005). Henry, Jerome ; Fagan, Gabriel ; Browne, Frank .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0503004.

    Full description at Econpapers || Download paper

  15. Data uncertainty and the role of money as an information variable for monetary policy. (2005). Wieland, Volker ; Levin, Andrew ; Coenen, Günter.
    In: European Economic Review.
    RePEc:eee:eecrev:v:49:y:2005:i:4:p:975-1006.

    Full description at Econpapers || Download paper

  16. Money Demand in theEuroArea: Do National Differences Matter?. (2004). Gaiotti, Eugenio ; Dedola, Luca ; Silipo, Luca.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0404019.

    Full description at Econpapers || Download paper

  17. Issues in Money Demand: The Case of Europe. (2004). Beyer, Andreas ; artis, michael.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:42:y:2004:i:4:p:717-736.

    Full description at Econpapers || Download paper

  18. Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy. (2003). Wieland, Volker ; Levin, Andrew ; Coenen, Günter.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200307.

    Full description at Econpapers || Download paper

  19. Currency substitution and money demand in Euroland. (2003). de Freitas, Miguel.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:11/2003.

    Full description at Econpapers || Download paper

  20. Currency Substitution and Money Demand in Euroland. (2003). de Freitas, Miguel ; LEBRE DE FREITAS Miguel, .
    In: EcoMod2003.
    RePEc:ekd:003307:330700087.

    Full description at Econpapers || Download paper

  21. Why has broad money demand been more stable in the euro area than in other economies? A literature review. (2003). Sousa, Joo ; Calza, Alessandro.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003261.

    Full description at Econpapers || Download paper

  22. Is the demand for euro area M3 stable?. (2003). Warne, Anders ; Donati, Paola ; Bruggeman, Annick.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003255.

    Full description at Econpapers || Download paper

  23. Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy. (2003). Wieland, Volker ; Levin, Andrew ; Coenen, Günter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3812.

    Full description at Econpapers || Download paper

  24. EU-wide money and currency substitution. (2003). de Freitas, Miguel.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:ave:wpaper:092003.

    Full description at Econpapers || Download paper

  25. Stability of the Demand for Money in Korea. (2002). Bahmani-Oskooee, Mohsen ; SHIN, SUNGWON.
    In: International Economic Journal.
    RePEc:taf:intecj:v:16:y:2002:i:2:p:85-95.

    Full description at Econpapers || Download paper

  26. Will the Euro Bring Economic Crisis to Europe?. (2001). Sawyer, Malcolm ; Arestis, Philip.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0103003.

    Full description at Econpapers || Download paper

  27. Money Demand in Euroland. (2001). Funke, Michael.
    In: Quantitative Macroeconomics Working Papers.
    RePEc:ham:qmwops:20112.

    Full description at Econpapers || Download paper

  28. Data uncertainty and the role of money as an information variable for monetary policy. (2001). Wieland, Volker ; Levin, Andrew ; Coenen, Günter.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-54.

    Full description at Econpapers || Download paper

  29. Money demand in Euroland. (2001). Funke, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:5:p:701-713.

    Full description at Econpapers || Download paper

  30. Data uncertainty and the role of money as an information variable for monetary policy. (2001). Wieland, Volker ; Levin, Andrew ; Coenen, Günter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:200184.

    Full description at Econpapers || Download paper

  31. Money demand in Europe: Evidence from the past. (2000). www.s-e-i.ch, deactivated account ; Muller, Christian ; Hahn, Elke.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:200035.

    Full description at Econpapers || Download paper

  32. Money Demand in Europe: Evidence from the Past. (2000). www.s-e-i.ch, deactivated account ; Hahn, Elke.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp204.

    Full description at Econpapers || Download paper

  33. Die Geldmenge und ihre bilanziellen Gegenposten: Ein Vergleich zwischen wichtigen Ländern der Europäischen Währungsunion. (1999). Lang, Dimut .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:199901.

    Full description at Econpapers || Download paper

  34. The Demand For Money In Austria. (1999). Hayo, Bernd.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9902012.

    Full description at Econpapers || Download paper

  35. Stability, Asymmetry, and Discontinuity: The Launch of European Monetary Union. (1999). Pesenti, Paolo ; Corsetti, Giancarlo.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:30:y:1999:i:1999-2:p:295-372.

    Full description at Econpapers || Download paper

  36. Estimating a European Demand for Money. (1998). Hayo, Bernd.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9811008.

    Full description at Econpapers || Download paper

  37. Money, prices and the transition to EMU. (1997). Kool, Clemens ; C. J. M. Kool, ; Koedijk, K. G. ; Groeneveld, J. M..
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:1997:43.

    Full description at Econpapers || Download paper

  38. Money, prices and the transition to EMU. (1997). Kool, Clemens ; C. J. M. Kool, ; Koedijk, K. G. ; Groeneveld, J. M..
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:1997:43.

    Full description at Econpapers || Download paper

  39. The Information Contents of Aggregated Money Demand in the EMU. (1997). Dijken, Simon ; Butter, Frank .
    In: Open Economies Review.
    RePEc:kap:openec:v:8:y:1997:i:3:p:233-244.

    Full description at Econpapers || Download paper

  40. Money demand stability and currency substitution in six European countries (1980-1992). (1995). Filosa, Renato .
    In: BIS Working Papers.
    RePEc:bis:biswps:30.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-21 20:17:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.