Anderson, Richard G., Barry E. Jones, and Travis D. Nesmith. 1997 a. Monetary Aggregation Theory and Statistical Index Numbers. Federal Reserve Bank of St. Louis Review, Jan/Feb.
- Anderson, Richard G., Barry E. Jones, and Travis D. Nesmith. 1997 b. Building New Monetary Services Indexes: Data and Methods. Federal Reserve Bank of St. Louis Review, Jan/Feb.
Paper not yet in RePEc: Add citation now
- Arrow, K.F. and F.H. Hahn. 1971. General Competitive Analysis. San Francisco: Holden Day.
Paper not yet in RePEc: Add citation now
Ashley Richard, Douglas Patterson and Melvin Hinich. 1986. A Diagnostic Test for Nonlinear Serial Dependence in Time Series Fitting Errors. Journal of Time Series Analysis 7(3). 165-178.
- Barnett, William A. 1991. A Reply to Julio Rotemberg. Monetary Policy on the 75th Anniversary of the Federal Reserve System. 232-245.
Paper not yet in RePEc: Add citation now
Barnett, William A. and Apostolos Serletis (2000), The Theory of Monetary Aggregation, North Holland, Amsterdam..
- Barnett, William A. and Ge Zhou (1994b), Response to Brainards Commentary, St. Louis Federal Reserve Banks Monthly Review, pp. 169-174.
Paper not yet in RePEc: Add citation now
Barnett, William A. and Jane Binner (eds.), 2004, Functional Structure and Approximation in Econometrics, North Holland, Amsterdam.
- Barnett, William A. and M.J. Hinich. 1992. Empirical Chaotic Dynamics in Economics. Annals of Operations Research 37. 1-15.
Paper not yet in RePEc: Add citation now
Barnett, William A. and Meenakshi Pasupathy (2003), Regularity of the Generalized Quadratic Production Model, Econometric Reviews, vol 22, no. 2, pp. 135-154.
Barnett, William A. Developments in Monetary Aggregation Theory, (Summer 1990), Journal of Policy Modeling, North Holland, vol.12, no. 2, 205-257.
Barnett, William A., Barry E. Jones and Travis D. Nesmith. 1996. Divisia Second Moments: An Application of Stochastic Index number Theory. International Review of Comparative Public Policy, Vol. 8. 115-138.
- Barnett, William and Haiyang Xu. 1995. An Investigation of Recent Empirical Paradoxes in Monetary Economics. International Review of Comparative Public Policy, volume 8, pp. 139-155.
Paper not yet in RePEc: Add citation now
Barnett, William and Yijun He, 2002, Stabilization Policy as Bifurcation Selection: Would Stabilization Policy Work if the Economy Really were Unstable?, Macroeconomic Dynamics, vol 6, no 5, November, pp. 713-747.
Belongia, Michael and James Chalfant (1989), The Changing Empirical Definition of Money: Some Estimates from a Model of the Demand for Money Substitutes, Journal of Political Economy , 97, April, pp. 387-398.
Belongia, Michael T. (1996), Measurement Matters: Recent Results from Monetary Economics Re-examined, Journal of Political Economy, vol. 104, no. 5, pp. 1065-1083.
- Brillinger, D.R. 1965. An Introduction To Polyspectrum. Ann. Math. Statistics 36. 1351-1374.
Paper not yet in RePEc: Add citation now
- Brillinger, David R., and Murray Rosenblatt. 1967 a. Asymptotic Theory of k-th Order Spectra. in Spectral Analysis of Time Series. John Wiley and Sons, Inc. New York, 153188. Brillinger, David R., and Murray Rosenblatt. 1967 b. Computation and Interpretation of k-th Order Spectra. in Spectral Analysis of Time Series. John Wiley and Sons, Inc. New York, 189-232.
Paper not yet in RePEc: Add citation now
Brock, W.A. and C.L. Sayers. 1988. Is the Business Cycle Characterized by Deterministic Chaos? Journal of Monetary Economics. 22(1). 71-90.
Brock, W.A. W.D. Dechert, J. Scheinkman, and B. LeBaron. 1996. A Test for Independence Based on the Correlation Dimension. Econometric Reviews. 15(3). 197-235.
- Brockwell, Peter, and Richard Davis. 1991. Time Series: Theory and Methods. Springer. New York.
Paper not yet in RePEc: Add citation now
Caves, D. W. and L. R. Christensen (1980), Global Properties of the Flexible Functional Forms, American Economic Review, vol. 70, pp. 422-432.
- Chrystal, K. Alec, and Ronald MacDonald. 1994. Empirical Evidence on the Recent Behavior and Usefulness of the Simple Sum and Weighted Measures of the Money Stock. Federal Reserve Bank of St. Louis Review March/April. 73-109.
Paper not yet in RePEc: Add citation now
Diewert, W.E., and T.J. Wales (1987), Flexible Functional Forms and Global Curvature Conditions, Econometrica, 55.
Diewert, W.E., and T.J. Wales (1988), A Normalized Quadratic Flexible Functional Form, Journal of Econometrics, 37.
Diewert, W.E., and T.J. Wales (1995), Flexible Functional Forms and Tests of Homogeneous Separability, Journal of Econometrics, vol. 67, pp. 259-302.
Drake, Leigh and Alec Chrystal (1994), Company-Sector Money Demand: New Evidence on the Existence of a Stable Long-run Relationship for the United Kingdom, Journal of Money, Credit and Banking, August 1994, Part 1, pp. 412-438.
Engle, Robert and C. W. J. Granger. 1987. Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, vol 55, no2, 251-276.
Friedman, B.M. and K.N. Kuttner. 1992. Money, Income, Prices, and Interest Rates. American Economic Review. 82. 472-492.
- Godfrey, L.G. 1988. Misspecification Tests in Econometrics. Cambridge University Press, Cambridge.
Paper not yet in RePEc: Add citation now
Godfrey, M.D. 1965. An Exploratory Study of the Bispectrum of Economic Time Series. Applied Statistics Vol. 14. 48-69.
Granger, C.W.J. 1981. Some Properties of Time Series Data and their Use in Econometric Model Specification. Journal of Econometrics 16. 121-130.
- Granger, C.W.J. 1983. Cointegrated Variables and Error Correction Models. Discussion Paper 83-13a, University of California, San Diego.
Paper not yet in RePEc: Add citation now
- Granger, C.W.J. 1991. Some Recent Generalizations of Cointegration and the Analysis of LongRun Relationships. Long-Run Economic Relationships. Oxford University Press.
Paper not yet in RePEc: Add citation now
- Groves, G.W. and E.J. Hannan. 1968. Time Series Regression of Sea Level on Weather. Reviews of Geophysics. Vol. 6, No. 2. 129-174.
Paper not yet in RePEc: Add citation now
Hancock, Diana (1985), The Financial Firm: Production with Monetary and Nonmonetary Goods, Journal of Political Economy, 93.
- Hancock, Diana (1987), Aggregation of Monetary Goods: A Production Model, In Barnett, William A. and Kenneth J. Singleton eds., New Approaches to Monetary Economics, Cambridge University Press.
Paper not yet in RePEc: Add citation now
- Hancock, Diana (1991), A Theory of Production for the Financial Firm, Boston: Kluwer Academic Publishers.
Paper not yet in RePEc: Add citation now
Hansen, Lars Peter and K. Singleton (1982), Generalized Instrumental Variable Estimation of Nonlinear Rational Expectations Models, Econometrica, 50.
He, Yijun and William A. Barnett (2004), New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective, University of Kansas, working paper.
Hinich, M.J. 1982. Testing for Gaussianity and Linearity of a Stationary Time Series. Journal of Time Series Analysis Vol. 3, no 3. 169-176.
Hinich, M.J. and D. Patterson. 1985. Identification of the Coefficients in a Nonlinear Time Series of the Quadratic Type. Journal of Econometrics 30. 269-288.
Hinich, M.J. and D. Patterson. 1989. Evidence of Nonlinearity in the Trade by Trade Stock Market Return Generating Process. in Barnett, W., J. Geweke, and K. Shell eds. Economic Complexity: Chaos, Sunspots, Bubbles and Nonlinearity, Proc. 4th Int. Symp. on Economic Theory and Econometrics. Cambridge University Press, Cambridge.
- Hinich, M.J. and G. R. Messer. 1995. On the Principle Domain of the Discrete Bispectrum of a Stationary Signal. IEEE Transactions on Signal Processing. Vol. 43, No. 9. 2130-2134.
Paper not yet in RePEc: Add citation now
- Hinich, M.J. and G.R. Wilson. 1992. Time Delay Estimation Using the Cross Bispectrum. IEEE Transactions on Signal Processing. Vol. 40, No. 1. 106-113.
Paper not yet in RePEc: Add citation now
Hong, Yongmiao. 1996. Consistent Testing for Serial Correlation of Unknown Form. Econometrica. 64. 837-864.
Johansen, Soren. 1988. Statistical Analysis of Cointegrating Vectors. Journal of Economic Dynamics and Control 12. 231-54.
Johansen, Soren. 1991. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica Vol. 59 No. 6. 1551-1580.
Johansen, Soren. 1992 a. A Representation of Vector Autoregressive Processes Integrated of Order 2. Econometric Theory 8. 188-202.
Johansen, Soren. 1992 b. Testing for Weak Exogeneity and the Order of Cointegration in UK Money Demand Data. Journal of Policy Modeling, 14(3): 313-334.
Johansen, Soren. 1995 a. A Statistical Analysis of Cointegration for I(2) Variables. Econometric Theory, 11. 25-59.
- Jones, Barry E. 1998. An I(2) Cointegration Analysis of US Monetary Aggregates. Working Paper.
Paper not yet in RePEc: Add citation now
Jorgensen, Clara, Hans Christian Kongsted and Anders Rahbek. 1996. Trend Stationarity in the I(2) Cointegration Model. working paper.
- Kaplan, Daniel T. 1993. Exceptional Events as Evidence for Determinism. Physica D forthcoming.
Paper not yet in RePEc: Add citation now
King, Robert G. and Mark W. Watson. 1996. Money, Prices, Interest Rates, and the Business Cycle. The Review of Economics and Statistics. 78(1). 35-53.
- Koopmans, L.H. 1975. The Spectral Analysis of Time Series. Academic Press, New York.
Paper not yet in RePEc: Add citation now
- La Cour, Lisbeth F. 1995. On the Measurement Problem of `Money: Results from the Experience with Divisia Monetary Aggregates for Denmark and some Methodological Considerations of the Comparison of Money Demand Relations Based on Alternative Monetary Aggregates. working paper.
Paper not yet in RePEc: Add citation now
Lee, Tae-Hwy, and Yiuman Tse. 1996. Cointegration Tests with Conditional Heteroskedasticity. Journal of Econometrics 73. 401-410.
- Mendel, Jerry M. 1991. Tutorial on Higher-Order Statistics (Spectra) in Signal Processing and System Theory. Proceedings of the IEEE. Vol. 79, No. 3. 278-305.
Paper not yet in RePEc: Add citation now
- Nikias, Chrysostomos L., and Mysore R. Raghuveer. 1987. Bispectrum Estimation: A Digital Signal Processing Framework. Proceedings of the IEEE. Vol. 75, No. 7. 869-891.
Paper not yet in RePEc: Add citation now
Parulo, Paolo. 1996. On the Determination of Integration Indices in I(2) Systems. Journal of Econometrics. V72, N1-2. 313-56.
Rao, Subba T. and M. Gabr. 1980. A Test for Linearity of Stationary Time Series. Journal of Time Series Analysis 1. 145-158.
- Robles, Barbara (1993), The Optimal Demand for Money in U.S. Manufacturing: A Dynamic Micro Theoretic Approach, Working paper, University of Colorado at Boulder.
Paper not yet in RePEc: Add citation now
Serletis, Apostolos, and Martin King. 1993. The Role of Money in Canada. Journal of Macroeconomics Vol. 15 No. 1. 91-107.
- Serletis, Apostolos. 1987. Monetary Asset Separability Tests. in Barnett, W. and K. Singleton eds. New Approaches to Monetary Economics, Proceedings of the Second International Symposium in Economic Theory and Econometrics. Cambridge University Press.
Paper not yet in RePEc: Add citation now
- Stokes, Houston.1991. Specifying and Diagnostically Testing Econometric Models. Quorum Books. London.
Paper not yet in RePEc: Add citation now
- Theil, Henri. 1967. Economics and Information Theory. Amsterdam: North Holland.
Paper not yet in RePEc: Add citation now
Thornton, Daniel L. and Piyu Yue. 1992. An Extended Series of Divisia Monetary Aggregates. Federal Reserve Bank of St. Louis Review. November/December. 35-52.
- Welch, Peter D. 1967. The Use of Fast Fourier Transform for the Estimation of Power Spectra: A Method Based on Time Averaging Over Short Modified Periodograms. IEEE Transactions on Audio and Electroacoustics. Vol. AU-15, No.2, 70-73.
Paper not yet in RePEc: Add citation now