References

This folder holds the following references to publications, sorted by year and author.

There are 51 references in this bibliography folder.

Engler, E and Nielsen, B (2007).
The empirical process of autoregressive residuals
Nuffield College, Discussion paper.

Nielsen, B (2006b).
Order determination in general vector autoregressions
In: Time series and related topics: In memory of Ching-Zong Wei, ed. by Ho, H.-C., Ing, C.-K., and Lai, T.L., vol. 52, pp. 93-112, IMS Lecture Notes and Monograph Series.

Engsted, T (2006).
Explosive bubbles in the cointegrated VAR model
Finance Research Letters, 3(2):154-162.

Nielsen, B (2006).
Correlograms for non-stationary autoregressions.
University of Oxford, Open Access publications from University of Oxford(http://economics.ouls.ox.).

Nielsen, B (2005b).
Analysis of co-explosive processes
Economics Group, Nuffield College, University of Oxford, Economics Papers(2005-W08).

Nielsen, B (2005).
Strong Consistency Results For Least Squares Estimators In General Vector Autoregressions With Deterministic Terms
Econometric Theory, 21(03):534-561.

Slavova, S (2003).
Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000
Applied Economics, 35(11):1303-1316.

Juselius, K and Mladenovi´c, Z (2002).
High inflation, hyper inflation and explosive roots. The case of Jugoslavia
.

Doornik, J and Hendry, D (2001).
Empirical econometric modelling using Pc-Give 10
Timberlake Consultants Press, London, vol. 1 and 2.

Nielsen, B (2001).
The asymptotic distribution of unit root tests of unstable autoregressive processes
Econometrica, 69(1):211-219.

Petrovic, P and Mladenovic, Z (2000).
Money demand and exchange rate determination under hyperinflation: Conceptual issues and evidence from Yugoslavia
Journal of Money, Credit and Banking, 32(4):785-806.

Turnovsky, S (2000).
Methods of macroeconomic dynamics
MIT Press, Cambridge, MA.

Doornik, J (1999).
Object-oriented matrix programming using Ox
Timberlake Consultants Press, London:.

Petrovic, P, Bogetic, Z, and Vujosevic, Z (1999).
The Yugoslav hyperinflation of 1992-1994: Causes, dynamics, and money supply process
Journal of Comparative Economics, 27(2):335-353.

Engsted, T (1998).
Money demand during hyperinflation: Cointegration, rational expectations, and the importance of money demand shocks
Journal of Macroeconomics, 20(3):533-552.

Johansen, S (1997).
Likelihood analysis of the I(2) model
Scandinavian Journal of Statistics, 24:433-462.

Engsted, T (1996).
The monetary model of the exchange rate under hyperinflation: New encouraging evidence
Economics Letters, 51(1):37-44.

Johansen, S (1996).
Likelihood-based inference in cointegrated vector autoregressive models
Oxford University Press, Oxford.

Jørgensen, C, Kongsted, H, and Rahbek, A (1996).
Trend-stationarity in the I(2) cointegration model
University of Copenhagen. Department of Economics, Discussion Papers(96-12).

Petrovic, P and Vujosevic, Z (1996).
The monetary dynamics in the Yugoslav hyperinflation of 1991-1993: The Cagan money demand
European Journal of Political Economy, 12(3):467-483.

Hendry, D (1995).
Dynamic econometrics
Oxford University Press, Oxford.

Michael, P, Nobay, A, and Peel, D (1994).
The German Hyperinflation and the Demand for Money Revisited
International Economic Review, 35(1):1-22.

Engsted, T (1993).
Cointegration and cagan's model of hyperinflation under rational expectations
Journal of Money, Credit and Banking, 25(3):350-60.

Baba, Y, Hendry, D, and Starr, R (1992).
The Demand for M1 in the U.S.A., 1960-1988
Review of Economic Studies, 59(1):25-61.

Goldfeld, S and Sichel, D (1990).
The demand for money
In: Handbook of monetary economics, ed. by Friedman, B.M. and Hahn, F., vol. vol. I, pp. 299-356, Elsevier, New York.