Interpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks

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Trends and random walks in macroeconmic time series

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A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

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A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

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"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule

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When Do Long-Run Identifying Restrictions Give Reliable Results?

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Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered

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Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered

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The Quantity Theory of Money—A Restatement

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The stability of long-run money demand in five industrial countries

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Structural Approaches to Vector Autoregressions

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Long-Run Demand for M1

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Overnight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions

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Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions

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Selection of the Truncation Lag in Structural Vars (or Vecms) with Long-Run Restrictions

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Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output

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Taking money seriously and other essays

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Money Demand Stability and Currency Substitution in Six European Countries (1980-1992)

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Currency substitution and the precautionary demand for money

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The transactions demand for money in a two-currency economy

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Searching for the Liquidity Effect in Canada

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Endogenous Buffer Stock Money

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