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Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions. Working Papers, 2000-011B. Federal Reserve Bank of St. Louis, (2001)Predicting the money multiplier, and . Journal of Monetary Economics, 5 (3): 301--325 (July 1979)Controlling the growth of monetary aggregates, , and . Rochester studies in economics and policy issues Kluwer Acad. Publ., Boston, Mass. u.a., (1987)Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates, , , and . Journal of Monetary Economics, 46 (2): 345--383 (October 2000)P* type models: Evaluation and forecasts, and . International Journal of Forecasting, 6 (3): 421--440 (October 1990)A new look at the relationship between time-series and structural econometric models, , and . Journal of Econometrics, 23 (2): 235--251 (October 1983)Aggregate money demand functions, and . Boston, Mass. u.a.: Kluwer Acad. Publ., (1996)Stochastic trends and economic fluctuations in a large open economy, and . Journal of International Money and Finance, 17 (4): 565--596 (Aug 1, 1998)The stability of long-run money demand in five industrial countries, , and . Journal of Monetary Economics, 35 (2): 317--339 (April 1995)Costs of reserves and the relative size of member and nonmember bank demand deposits, and . Journal of Monetary Economics, 4 (4): 715--733 (November 1978)