Gunter Coenen

Juan Luis Vega

English

Research Papers in Economics

A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity”,

A traditional interpretation of macroeconomic fluctuations”,

An omnibus test for univariate and multivariate normality”,

Autoregressive conditional heteroscedasticy with estimates of the variance of United Kingdom inflation”,

Co-integration and error correction: representation, estimation and testing”,

Cointegration, seasonality, encompassing and the demand for money in the United Kingdom”,

Conditional and structural error correction models”,

Dynamic Econometrics,

Efficient inference on cointegration parameters in structural error correction models: Reply”,

Efficient inference on cointegration parameters in structural error correction models”,

Empirical modelling of money demand”,

Euro area monetary aggregates and their policy role in the Eurosystem’s monetary policy strategy”,

European integration and the demand for broad money”, Bank for International Settlements,

Exogeneity, cointegration and economic policy analysis”,

Finite-sample sizes of Johansen’s likelihood ratio tests for cointegration”,

Impulse response analysis of cointegrated systems”,

Inflation persistence”,

Introduction to Multiple Time Series Analysis,

Likelihood-based Inference in Cointegrated Vector Autoregressive Models,

Liquidity and inflation effects on consumers’ expenditure”,

Liquidity effects and the monetary transmission mechanism”,

Long-run money demand in the EU: evidence for areawide aggregates”,

Lü tkepohl (1997), “Die Geldnachfrage für M3: Neue Ergebnisse für das vereinigte Deutschland”,

Measuring monetary policy”, NBER Working Paper No. 5145,

Monetary transmission mechanism and controllability of money in Europe: a structural vector error correction approach”, De Nederlandsche Bank,

Money demand in EU countries: a survey”,

Money demand: the effects of inflation and alternative adjustment mechanisms”,

On the asymptotic distribution of impulse response functions with long-run restrictions”, De Nederlandsche Bank, Research Memorandum WO&E nr 539/9809,

On the construction of European-wide aggregates: a review of the issues and empirical evidence”, Irving Fisher Committee of Central-Bank statistics,

On weak exogeneity in error correction models”,

Sticky price and limited participation models of money: a comparison”,

Structural relations, cointegration and identification: some simple results and their application”,

Testing for common trends”,

Testing for parameter instability in linear models”,

Testing weak exogeneity and the order of cointegration in UK money demand data”,

Tests for specification errors in classical least squares regression analysis”,

The controllability of a monetary aggregate in EMU”, Banco de España, Servicio de Estudios, Documento de Trabajo 9817.

The demand for money: theories, evidence and problems,

The demand for money”,

The dynamic effect of aggregate demand and supply disturbances”,

The Econometric Analysis of Time Series, (Philip Allan) Hemel Hempstead.

The Federal Funds Rate and the channels of monetary transmission”,

The importance of being structured”,

The monetary policy strategy of the ECB”, forthcoming

The stability-oriented monetary policy strategy of the Eurosystem”,

Wealth and the demand for money in the European Union”,

The Demand for M3 in the Euro Area

http://fmwww.bc.edu/RePEc/es2000/0976.pdf

The Demand for M3 in the Euro Area

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Research Papers in Economics