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Zinsgewichtete Geldmengenaggregate und wirtschaftliche Aktivität

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  • Krämer, Jörg W.

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  • Krämer, Jörg W., 1994. "Zinsgewichtete Geldmengenaggregate und wirtschaftliche Aktivität," Kiel Working Papers 656, Kiel Institute for the World Economy (IfW Kiel).
    • Handle: RePEc:zbw:ifwkwp:656
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    1. Chetty, V Karuppan, 1969. "On Measuring the Nearness of the Near-Moneys," American Economic Review, American Economic Association, vol. 59(3), pages 270-281, June.
    2. Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 334-355, December.
    3. Scheide, Joachim, 1984. "Geldpolitik, Konjunktur und rationale Erwartungen," Open Access Publications from Kiel Institute for the World Economy 378, Kiel Institute for the World Economy (IfW Kiel).
    4. Hsiao, Cheng, 1979. "Causality tests in econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 1(4), pages 321-346, November.
    5. Apostolos Serletis, 2006. "The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System," World Scientific Book Chapters, in: Money And The Economy, chapter 11, pages 208-226, World Scientific Publishing Co. Pte. Ltd..
    6. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    7. Downes, A. S. & Leon, H., 1987. "Testing for unit roots : An empirical investigation," Economics Letters, Elsevier, vol. 24(3), pages 231-235.
    8. James G. MacKinnon, 1990. "Critical Values for Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
    9. Boss, Alfred & Fischer, Malte & Langfeldt, Enno & Nitschke, Eckhard & Schatz, Klaus-Werner & Trapp, Peter, 1992. "Bundesrepublik Deutschland: Konjunktur im Banne von Verteilungskämpfen," Open Access Publications from Kiel Institute for the World Economy 1529, Kiel Institute for the World Economy (IfW Kiel).
    10. 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 325-348, August.
    11. 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.
    12. 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 1057-1072, June.
    13. 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 1303-1310, November.
    14. William A. Barnett, 2000. "The User Cost of Money," Contributions to Economic Analysis, in: The Theory of Monetary Aggregation, pages 6-10, Emerald Group Publishing Limited.
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