The DOI matches its Crossref record; 13 of the 13 references it cites were found in a registry or an index.
Testing weak exogeneity and the order of cointegration in UK money demand data
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Citations
Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
STATISTICAL ANALYSIS OF COINTEGRATION VECTORS
Johansen, S. (1988) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(88)90041-3 · Cited by 17,027
Self-citationJohansen, S., & Juselius, K. (1990) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1990.mp52002003.x · Cited by 14,051
Self-citationSome properties of time series data and their use in econometric model specification
Granger, C. W. J. (1981) · Journal of Econometrics · doi:10.1016/0304-4076(81)90079-8 · Cited by 2,402
Engle, R. F., Hendry, D. F., & Richard, J.-F. (1983) · Econometrica · doi:10.2307/1911990 · Cited by 1,346
Optimal Inference in Cointegrated Systems
Phillips, P. C. B. (1991) · Econometrica · doi:10.2307/2938258 · Cited by 1,099
DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND
Johansen, S. (1992) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1992.tb00008.x · Cited by 1,011
Self-citationCointegration in partial systems and the efficiency of single-equation analysis
Johansen, S. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90019-n · Cited by 981
Self-citationEstimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
Anderson, T. W. (1951) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177729580 · Cited by 841
Modeling the demand for narrow money in the United Kingdom and the United States
Hendry, D. F., & Ericsson, N. R. (1991) · European Economic Review · doi:10.1016/0014-2921(91)90039-l · Cited by 377
Cited by
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Banerjee, A., Dolado, J. J., Galbraith, J. W., & Hendry, D. (1993) · doi:10.1093/0198288107.001.0001 · Cited by 1,752
Does financial development cause economic growth? Time-series evidence from 16 countries
Demetriades, P. O., & Hussein, K. A. (1996) · Journal of Development Economics · doi:10.1016/s0304-3878(96)00421-x · Cited by 1,539
THE POWER OF COINTEGRATION TESTS
Kremers, J. J. M., Ericsson, N. R., & Dolado, J. J. (1992) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1992.tb00005.x · Cited by 1,302
Financial Development and Economic Growth: Assessing the Evidence
Arestis, P., & Demetriades, P. (1997) · The Economic Journal · doi:10.1111/1468-0297.00193 · Cited by 989
Banerjee, A., Dolado, J. J., Galbraith, J. W., & Hendry, D. F. (1993) · Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data · doi:10.1093/0198288107.003.0004 · Cited by 872
Metadata
- Authors
- Johansen, S.
- Venue
- Journal of Policy Modeling
- Publisher
- Elsevier BV
- Published
- 1992-06
- Volume
- 14
- Issue
- 3
- Pages
- 313-334
- ISSN
- 0161-8938 (ISSN-L)
- OpenAlex
- W2093813869
- Cited by
- 685
- References
- 13
- FWCI
- 86.43
- Type
- journal article
- Language
- en
- Open access
- closed
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- Johansen, S. (1992). Testing weak exogeneity and the order of cointegration in UK money demand data. Journal of Policy Modeling. https://doi.org/10.1016/0161-8938(92)90003-u
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
