Full Length Research Paper
References
| Antczak R (2003). Monetary Expansion and Its Influence On Inflation Performance In Transition Economies, Central European University Press, Budapest. | ||||
|
Bahmani-Oskooee M, Kutan AM, Xi D (2013). "The Impact of Economic and Monetary Uncertainty on the Demand for Money in Emerging Economies", Appl. Econ. 45(23):3278-3287. Crossref |
||||
|
Doornik JA, Hendry DF, Nielsen B (1998). "Inference in Cointegrating Models: UK M1 Revisited", J. Econ. Surveys 12(5):532-572. Crossref |
||||
|
Engle RF, Granger CWJ (1987). "Cointegration and Error Correction: Representation, Estimation, and Testing", Econometrica, 55:251-276. Crossref |
||||
| Frait J, Komárek L (2001). Real Exchange Rate Trends in Transitional Countries, Warwick Economic Research Papers No. 596. | ||||
| Global financial Stability Report (2012). Restoring Confidence and Progressing on Reforms, International Monetary Fund. | ||||
|
Hendry DF, Ericsson NR (1991). "Modelling the Demand for Narrow Money in the United Kingdom and the United States", Eur. Econ. Rev. 35:833-886. Crossref |
||||
| IMF (1998). The Crisis in Emerging Markets- and other Issues in the Current Conjuncture, IMF Economic Outlook, pg 75. | ||||
|
Johansen S (1988). "Statistical Analysis of Cointegration Vectors", J. Econ. Dynamics Control 12:231-254. Crossref |
||||
|
Johansen S (1991). "Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models", Econometrica 59:1551-1580. Crossref |
||||
| Johansen S, Juselius K (1990). "Maximum Likelihood Estimation and Inference on Cointegration – With Applications to the Demand for Money", Oxford Bull. Econ. Stat. 51:169–210. | ||||
| Keynes JM (1936). The General Theory of Employment, Interest and Money, MacMillan, Cambridge. | ||||
| Orlowski LT (2004). "Money rules for the Euro Area candidate countries", Working Paper B05, Centre for European Integration Studies, Bonn. | ||||
|
Said SE, Dickey D (1984), "Testing for Unit Roots in Autoregressive Moving-Average Models with Unknown Order", Biometrika 71:599-607. Crossref |
||||
|
Skrabic B, Tomic-Plazibat N (2009). "Evidence of the Long-Run Equilibrium between Money Demand Determinants in Croatia", World Acad. Sci. Engineering Technol. 49:578-581. |
||||
|
Toda HY, (1994). "Finite Sample properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are present", Rev. Econ. Stat. 76 66-79. Crossref |
||||
|
Toda HY, Yamamoto T (1995). "Statistical Inferences in Vector Autoregressions with Possibly Integrated Processes", J. Econom. 66:225-250. Crossref |
||||
|
Wen LL (1995). "Japan's Financial Deregulation and Linkage of the Gensaki and Euroyen Deposit Markets", J. Appl. Econometrics. 10:447-467. Crossref |
||||
|
Lutkepohl H, Saikkonen P, Trenkler C (2000). "Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process". |
||||
Copyright © 2025 Author(s) retain the copyright of this article.
This article is published under the terms of the Creative Commons Attribution License 4.0
