X hits on this document

PDF document

BANCO DE LA REPÚBLICA - page 40 / 43





40 / 43


Arango y Gonzalez (2000), “A nonlinear specification of demand for cash in Colombia” Money Affaire, Vol. XIII, No. 2.

Arize, A. (1999), “The Demand for LDC Exports: Estimates from Singapore”, The International Trade Journal, Vol. XIII, No.4.

Arrau y Gregorio (1994) “Financial Innovation and Money Demand: Application to Chile and Mexico” Review of Economics and Statistics, Vol. 75.

Azoff, E. M. (1996), Neural Network. Time Series Forecastinf of Financial Markets, Wiley, A Wiley Finance Edition.

Barnett, Fisher y Serletis(1992)"Consumer Theory and the Demand for Money," Journal of Economic Literature, Vol. 30 (4)

Baumol J.(1952) “The transaction demand for cash: An inventory-theoretic approach” Quarterly Journal of Economics, 66, 545-556.

Buitre y Armstrong (1978)), “A Didactic Note on the Transactions Demand for Money and Behavior Towards Risk” Journal of Money, Credit, and Banking, Vol. 10, no. 4.

Caballero (1994) “On the dynamics of aggregate investment” in A. Solimano and L. Serven (eds.), Striving for Growth after Adjustment, The World Bank.

Caballero (1992) “A fallacy of Composition” American Economic Review, Vol. 82.

Cagan, P (1956), “The Money Dynamics of Hyperinflation” En: Friedman, M n(ed.) Studies in the Quantity Theory of Money, University of Chicago Press, Chicago.

Cheung, Y. W. and K. S. Lai (1993), “Finite-Sample Sizes of Johansen’s Likelihood Ratio Tests for Cointegration”, Oxford Bulletin of Economics and Statistics, No. 55 Vol.3.

Dowd K. (1990) “Monetary policy in the 21st. century: An impossible task” Cato Journal,17

Draisma, G., J. Kaashoek and H. K. van Dijk (1995), “A neural network applied to economic time series”, Econometric Institute, Erasmus University, Rotterdam and Tinbergen Institute Rotterdam. S.F.

Fair R.C. and R. Shiller (1990), “Comparing Information in Forecast from Econometric Models”, The American Economic Review, Vol. 80, No. 3.

Faraway J. and C. Chatfield (1995), “Time Series Forecasting with Neural Networks: A Case of Study”, Research Report No. 95-06 of the Statistics Group, University of Bath.

Franses P.H. and D. van Dijk (2000), Non-linear time series models in empirical finance, Cambridge University Press.

Friedman B. (1999) “The future of monetary policy: The central bank as an army with only a signal corps?” International Finance, 2, 231-338.

Gertler (1988) “Financial Structure and Aggregate Economic Activity: An Overview” Journal of Money, Credit and Banking, Vol. 20.


Document info
Document views48
Page views48
Page last viewedMon Oct 24 09:17:17 UTC 2016