USE OF THE MONEY SUPPLY IN THE CONDUCT OF JAPAN'S MONETARY POLICY: RE-EXAMINING THE TIME-SERIES EVIDENCE*

This publication has 16 references indexed in Scilit:

• Granger Causality Between Money and Income for the Japanese Economy in the Presence of a Structural Change
  The Japanese Economic Review, 1998
• Unit Root Analyses of the Causality Between Japanese Money and Income
  The Japanese Economic Review, 1997
• Efficient Tests for an Autoregressive Unit Root
  Econometrica, 1996
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
  Econometrica, 1994
• FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
  Oxford Bulletin of Economics and Statistics, 1993
• A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹
  Oxford Bulletin of Economics and Statistics, 1992
• The Cusum Test with Ols Residuals
  Econometrica, 1992
• MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
  Oxford Bulletin of Economics and Statistics, 1990
• Asymptotic Properties of Residual Based Tests for Cointegration
  Econometrica, 1990
• Interpreting the evidence on money-income causality
  Journal of Econometrics, 1989