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Regime Shifts in the Indicator Properties of Narrow Money in Canada. (2006). Djoudad, Ramdane ; Loi, Jackson ; Chan, Tracy .
In: Staff Working Papers.
RePEc:bca:bocawp:06-6.

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Cited: 1

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Cites: 21

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Cocites: 31

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Citations

Citations received by this document

  1. Financial Conditions and the Money-Output Relationship in Canada. (2012). Kichian, Maral.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-33.

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References

References cited by this document

  1. Amato, J. and N.R. Swanson. 2001. The Real-Time Predictive Content of Money for Output. Journal of Monetary Economics 48: 3-24.

  2. Barnett, W. 1980. Economic Monetary Aggregates: An Application of Index Number and Aggregation Theory. Journal of Econometrics 14(1): 11-48.

  3. Barnett, W. and A. Serletis. 2000. The Theory of Monetary Aggregation. Amsterdam: North Holland.

  4. Becketti, S. and C. Morris. 1992. Does Money Matter Anymore? A Comment on Friedman and Kuttner. Federal Reserve Bank of Kansas City Working Paper No. 92-07.

  5. Cockerline, J. and J. Murray. 1981. A Comparison of Alternative Methods of Monetary Aggregation: Some Preliminary Evidence. Technical Report No. 28. Ottawa: Bank of Canada.
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  6. Cozier, B. and G. Tkacz. 1994. The Term Structure and Real Activity in Canada. Bank of Canada Working Paper No. 94-3.

  7. Davidson, R. and J.G. MacKinnon. 1981. Several Tests for Model Specification in the Presence of Alternative Hypotheses. Econometrica 49: 78 1-93.

  8. Davies, R.B. 1987. Hypothesis Testing when a Nuisance Parameter is Present Only Under the Alternative. Biometrika 74: 33-43.

  9. Diebold, F.X. and R.S. Mariano. 1995. Comparing Predictive Accuracy. Journal of Business and Economic Statistics 13: 253-63.

  10. Feldstein, M. and J.H. Stock. 1994. The Use of a Monetary Aggregate to Target Nominal GDP. In Monetary Policy, edited by N.G. Mankiw, 7-62. Chicago: University of Chicago Press.

  11. Gilbert, P. and L. Pichette. 2003. Dynamic Factor Analysis for Measuring Money. Bank of Canada Working Paper No. 2003-21.

  12. Hafer, R.W. and A.M. Kutan. 1997. More Evidence on the Money-Output Relationship. Economic Inquiry 35: 48-58.

  13. Hassapis, C. 2003. Financial Variables and Real Activity in Canada. Canadian Journal of Economics 36(2): 421-42.

  14. Hostland, D., S. Poloz, and P. Storer. 1987. An Analysis of the Information Content of Alternative Monetary Aggregates. Technical Report No. 48. Ottawa: Bank of Canada.
    Paper not yet in RePEc: Add citation now
  15. Laidler, D. 1969. The Definition of Money: Theoretical and Empirical Problems. Journal of Money, Credit, and Banking, 1(3): 508-25.

  16. Literature 41(3): 788-829. Swanson, N.R. 1998. Money and Output Viewed through a Rolling Window. Journal of Monetary Economics 41: 455-73.

  17. Longworth, D. 1997. Comments on Friedman (1997). In Towards More Effective Monetary Policy, edited by I. Kuroda, 165-70. New York: St. Martins Press, in association with the Bank of Japan.
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  18. Longworth, D. and J. Atta-Mensah. 2000. The Canadian Experience with Weighted Monetary Aggregates. In Divisia Monetary Aggregates: Theory and Practice, edited by M. Belongia and J. Binner. Houndmills, Hampshire: Palgrave.

  19. Maclean, D. 2001. Analyzing the Monetary Aggregates. Bank of Canada Review (Summer): 31-43.

  20. Stock, J.H. and M.W. Watson. 1989. Interpreting the Evidence on Money-Income Causality. Journal of Econometrics 40: 161-82.

  21. White, W.R. 1976. The Demand for Money in Canada and the Control of Monetary Aggregates: Evidence from the Monthly Data. Bank of Canada Research Studies 12: 49.
    Paper not yet in RePEc: Add citation now

Cocites

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  2. THE PRODUCTIVITY-WAGE AND PRODUCTIVITYEMPLOYMENT NEXUS - A PANEL DATA ANALYSIS OF INDIAN MANUFACTURING. (2009). Narayan, Paresh ; Bhattacharya, Mita ; Rath, Badri N. ; Popp, Stephen .
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  3. Monetary Misperceptions, Output and Inflation Dynamics. (2009). Dellas, Harris ; Collard, Fabrice.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2009-23.

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  4. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2008). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi .
    In: Reserve Bank of New Zealand Discussion Paper Series.
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  5. Monetary policy shocks in the euro area and global liquidity spillovers. (2008). Zaghini, Andrea ; Sousa, João.
    In: International Journal of Finance & Economics.
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  6. Frontiers of real-time data analysis. (2008). Croushore, Dean.
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  8. Simple interest rate rules with a role for money. (2007). Seitz, Franz ; Gerberding, Christina ; Scharnagl, Michael.
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  9. Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship. (2007). Hill, Jonathan.
    In: Journal of Applied Econometrics.
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  10. Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
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  11. Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers. (2007). Zaghini, Andrea ; Sousa, João.
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  12. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi .
    In: Birkbeck Working Papers in Economics and Finance.
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  13. Regime Shifts in the Indicator Properties of Narrow Money in Canada. (2006). Djoudad, Ramdane ; Loi, Jackson ; Chan, Tracy .
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-6.

    Full description at Econpapers || Download paper

  14. Real Time Representations of the Output Gap. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi .
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  15. Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi .
    In: Birkbeck Working Papers in Economics and Finance.
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  16. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
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  17. Real time Representations of the Output Gap. (2005). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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  18. Monetary policy shocks in the euro area and global liquidity spillovers. (2004). Zaghini, Andrea ; Sousa, Joo.
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  19. Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence. (2003). Seitz, Franz ; Reimers, Hans-Eggert ; Brand, Claus.
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  21. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives. (2003). Swanson, Norman ; Corradi, Valentina.
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