Ardıc, K. (1997), “Lucas Eleştirisi (Lucas Critique)”, Para & Finans Ansiklopedisi,
(Ed., D. Gökçe), Creative Yayıncılık ve Tanıtım, pp. 1063-1067.
Ashra, S., S. Chattopadhyay, and K. Chaudhuri (2004), “Deficit, Money and
Price:The Indian Experience”, Journal of Policy Modeling, Vol. 26, pp.
289-299.
Banerjee, A., R.L. Lumsdaine and J.H. Stock (1992), “Recursive and Sequential
Tests of the Unit Root and Trend Break Hypothesis”, Journal of Business
and Economic Statistics, Vol. 10, pp. 271-287.
Bårdsen, G. (1992), “Dynamic Modeling of the Demand for Narrow Money in
Norway”, Journal of Policy Modeling, Vol. 14, No. 3, pp. 363-393.
Bullard, J. (1999), “Testing Long-Run Monetary Neutrality Propositions: Lessons
from the Recent Research”, FRB of St. Louis Review, November/December,
pp. 57-77.
Cheong, C. (2003), “Regime Changes and Econometric Modeling of the Demand for
Moneyin Korea”, Economic Modelling, Vol. 20, pp. 437-453.
Clemente, J., A. Montanes and M. Reyes (1998), “Testing for a Unit Root in
Variables with a Double Change in the Mean”, Economics Letters, Vol. 59,
No. 2, pp. 175-182.
Dickey, D.A. and W.A.Fuller (1979), “Distribution of the Estimators for
Autoregressive Time Series with a Unit Root”, Journal of the American
Statistical Association, Vol. 74, pp. 427-431.
Dotsey, M. and A. Hornstein (2003), “Should a Monetary Policymaker Look at
Money?”, Journal of Monetary Economics, Vol. 50, pp. 547-579.
Dwyer, G.P. and R.W. Hafer (1999), “Are Money Growth and Inflation Still
Related?”, FRB of Atlanta Economic Review, Second Quarter, pp. 32-43.
Dwyer, G.P. and R.W. Hafer (1988), “Is Money Irrelevant?”, FRB of St. Louis
Review, Vol. 80, pp. 13-24.
Engle, R.F., D.F. Hendry and J.-F. Richard (1983), “Exogeneity”, Econometrica,
Vol. 51, No. 2, pp. 277-304.
Engle, R.F. and D.F. Hendry (1993), “Testing Super-exogeneity and Invariance in
Regression Models”, Journal of Econometrics, Vol. 56, pp. 119-139.
Estrella, A. and F.S. Mishkin (1997), “Is There a Role for Monetary Aggregates in
the Conduct of Monetary Policy?”, Journal of Monetary Economics, Vol.
40, pp. 279-304.
Favero, C and D.F. Hendry (1992), “Testing the Lucas’ Critique: A Review”,
Econometric Reviews, Vol. 11, No. 3, pp. 265-306.
Fisher, I. (1911). The Purchasing Power of Money, New York, MacMillan Ltd.
Fisher, M.E. and J.J. Seater (1993), “Long-Run Neutrality and Superneutrality in an
ARIMA Framework”, American Economic Review, Vol. 83, pp. 402-415.
Fitzgerald, T.J. (1999), “Money Growth and Inflation: How Long is the Long-run?”,
FRB of Cleveland Economic Commentary.
Friedman, M. (1956), “The Quantity Theory of Money – A Restatement”, Studies in
the Quantity Theory of Money, (Ed. M. Friedman), The University of
Chicago Press, pp. 3-21.
Geweke, J. (1986), “The Superneutrality of Money in the United States: An
Interpretation of the Evidence”, Econometrica, Vol. 54, No. 1, pp. 1-21.
Ghartey, E.E. (1998), “Monetary Dynamics in Ghana: Evidence fro Cointrgration,
Error Correction Modelling, and Exogeneity”, Journal of Development
Economics, Vol. 57, pp. 473-486.
Grauwe, P.D. and M. Polan (2005), “Is Inflation Always and Everywhere a
Monetary Phenomenon?”, Scand. J. of Economics, Vol. 107, No. 2, pp.
239-259.
Hafer, R.W. and A.M. Kutan (1994), “Economic Reforms and Long-Run Money
Demand in China: Implications for Monetary Policy”, Southern Economic
Journal, Vol. 60, No. 4, pp. 936-945.
Harris, R.I.D. (1995). Using Cointegration Analysis in Econometric Modelling,
Prentice Hall.
Hendry, D.F. and N.R. Ericsson (1991), “Modeling M1 Money Demand in the
United Kingdom and the United States”, European Economic Review, Vol.
35, pp. 833-881.
Herwartz, H. and H.-E. Reimers (2006), “Long-Run Links among Money, Prices
and Output: Worldwide Evidence”, German Economic Review, Vol. 7, 65-
86.
Hume, D. (1970), “Of Money”, Writings on Economics, (Ed. E.Rotwein),University
of Wisconsin Press. Reprinted in selected essays from Political Discourses,
1752.
Johansen, S. (1995). Likelihood-based Inference in Cointegrated Vector
Autoregressive Models, Oxford University Press.
Karfakis, C. (2002), “Testing the Quantity Theory of Money in Greece”, Applied
Economics, Vol. 34, pp. 583-587.
Karfakis, C. (2004), “Testing the Quantity Theory of Money in Greece: Reply to
Ozmen”, Applied Economics Letters, Vol. 11, pp. 541-43.
King, R.G. and M.W. Watson (1997), “Testing Long-Run Neutrality”, FRB of
Richmond Economic Quarterly, Vol. 83, No. 3, pp. 69-101.
Koustas, Z.N. (1998), “Canadian Evidence on Long-Run Neutrality Propositions”,
Journal of Macroeconomics, Vol. 20, No. 2, Spring, pp. 397-411.
Lucas, R.E. Jr. (1980), “Two Illustrations of the Quantity Theory of Money”,
American Economic Review, Vol. 70, No. 5, pp. 1005-1014.
Lucas, R.E. (1981), “Econometric Policy Evaluation: A Critique”, Studies in
Business-Cycle Theory, (Ed. R.E. Lucas) , MIT Press, pp. 104-130.
MacKinnon, J.G., A.A. Haug and L. Michelis (1999), “Numerical Distribution
Functions of Likelihood Ratio Tests for Cointegration”, Journal of Applied
Econometrics, Vol. 14, pp. 563-577.
Meltzer, A. H. (1998), “Monetarism: The Issues and the Outcome”, Atlantic
Economic Journal, Vol. 26, pp. 8-31.
Metin, K. (1995), The Analysis of Inflation: The Case of Turkey (1948-1988),
Capital Markets Board, Publication number: 20.
Mishkin, F.S. (1997), The Economics of Money, Banking and Financial Markets, 5.
Ed.Addison-Wesley.
Osterwald-Lenum, M. (1992), “A Note with Quantiles of the Asymptotic
Distribution of the Maximum Likelihood Cointegration Rank Test
Statistics”, Oxford Bulletin of Economics and Statistics, Vol. 54, pp. 461-
472.
Ozmen, E. (1996), “The Demand for Money Instability”, METU Studies in
Development, Vol. 23, No. 2, pp. 271-292.
Ozmen, E. (2003), “Testing the Quantity Theory of Money in Greece”, Applied
Economics Letters, Vol. 10, pp. 971-974.
Perron, P. (1989), “The Great Crash, the Oil Price Shock, and the Unit Root
Hypothesis”, Econometrica, Vol. 57, pp. 1361-1401.
Perron, P. (1990), “Testing for a Unit Root in a Time Series with Changing Mean”,
Journal of Business and Economic Statistics, Vol. 8, pp. 153-62.
Phillips, P.C.B. and P. Perron (1988), “Testing for a Unit Root in Time Series
Regression”, Biometrika, Vol. 75, pp. 335-346.
Pigou, A.C. (1917), “The Value of Money”, Quarterly Journal of Economics, Vol.
32, pp. 38-65.
Serletis, A. and Krause, D. (1996), “Empirical Evidence on the Long-Run Neutrality
Hypothesis Using Low-Frequency International Data”, Economics Letters,
Vol. 50, pp. 323-327.
Serletis, A. and Z. Koustas (1998), “International Evidence on the Neutrality of
Money”, Journal of Money, Credit and Banking, Vol. 30, No. 1, pp. 1-25.
Stanley, T.D. (2000), “An Empirical Critique of the Lucas Critique”, Journal of
Socio-Economics, Vol. 29, pp. 91-107.
Zivot, E. and D.W.K. Andrews (1992), “Further Evidence of Great Crash, the Oil
Price Shock and the Unit Root Hypothesis”, Journal of Business and
Economic Statistics, Vol. 10, pp. 251-270.
Thank you for copying data from http://www.arastirmax.com