Details about Dennis Lee Hoffman

Access statistics for papers by Dennis Lee Hoffman.

Last updated 2023-03-12. Update your information in the RePEc Author Service.

Short-id: pho707

Working Papers

2001

1. A vector error correction forecasting model of the U.S. economy
   Working Papers, Federal Reserve Bank of St. Louis View citations (8)
   Also in Working Papers, Federal Reserve Bank of St. Louis (1997) View citations (1)
   See also Journal Article Reply to the comments on 'A vector error-correction forecasting model of the U.S. economy', Journal of Macroeconomics, Elsevier (2002) View citations (7) (2002)

1999

2. Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates
   Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (17)
   See also Journal Article Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates, Journal of Monetary Economics, Elsevier (2000) View citations (66) (2000)

1991

3. Money Demand in the U.S. and Japan: Analysis of Stability and the Importance of Transitory and Permanent Shocks
   Working Papers, Michigan State - Econometrics and Economic Theory View citations (1)

1989

4. INTERTEMPORAL ASSET-PRICING RELATIONSHIPS IN BARTER AND MONETARY ECONOMIES: AN EMPIRICAL ANALYSIS
   RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (2)
   Also in University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics (1988) View citations (6)
   See also Journal Article Intertemporal asset-pricing relationships in barter and monetary economies An empirical analysis, Journal of Monetary Economics, Elsevier (1990) View citations (24) (1990)
5. Long-run Income and Interest Elasticities of Money Demand in the United States
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   See also Journal Article Long-Run Income and Interest Elasticities of Money Demand in the United States, The Review of Economics and Statistics, MIT Press (1991) View citations (98) (1991)
6. The Demand For Money in the U.S. During the Great Depression: Estimates and Comparison with the Post War Experience
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

Journal Articles

2008

1. Sunbelt Growth and the Knowledge Economy: An Exploratory Approach
   Journal of Regional Analysis and Policy, 2008, 38, (2), 13

2002

2. A vector error-correction forecasting model of the US economy
   Journal of Macroeconomics, 2002, 24, (4), 569-598 View citations (20)
3. Reply to the comments on 'A vector error-correction forecasting model of the U.S. economy'
   Journal of Macroeconomics, 2002, 24, (4), 613-614 View citations (7)
   See also Working Paper A vector error correction forecasting model of the U.S. economy, Working Papers (2001) View citations (8) (2001)

2000

4. Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates
   Journal of Monetary Economics, 2000, 46, (2), 345-383 View citations (66)
   See also Working Paper Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates, Working Papers (Old Series) (1999) View citations (17) (1999)

1999

5. Identification, Long-Run Relations, and Fundamental Innovations in a Simple Cointegrated System
   The Review of Economics and Statistics, 1999, 81, (1), 109-121 View citations (26)

1996

6. Assessing Forecast Performance in a Cointegrated System
   Journal of Applied Econometrics, 1996, 11, (5), 495-517 View citations (95)
7. The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited
   Journal of Money, Credit and Banking, 1996, 28, (1), 102-18 View citations (165)

1995

8. The stability of long-run money demand in five industrial countries
   Journal of Monetary Economics, 1995, 35, (2), 317-339 View citations (90)

1994

9. Money Demand in Morocco: Estimating Long-Run Elasticities for a Developing Country
   Oxford Bulletin of Economics and Statistics, 1994, 56, (3), 305-24 View citations (10)

1991

10. Long-Run Income and Interest Elasticities of Money Demand in the United States
    The Review of Economics and Statistics, 1991, 73, (4), 665-74 View citations (98)
    See also Working Paper Long-run Income and Interest Elasticities of Money Demand in the United States, NBER Working Papers (1989) View citations (11) (1989)
11. Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties
    Journal of Business & Economic Statistics, 1991, 9, (1), 51-61 View citations (2)

1990

12. Intertemporal asset-pricing relationships in barter and monetary economies An empirical analysis
    Journal of Monetary Economics, 1990, 25, (3), 431-451 View citations (24)
    See also Working Paper INTERTEMPORAL ASSET-PRICING RELATIONSHIPS IN BARTER AND MONETARY ECONOMIES: AN EMPIRICAL ANALYSIS, RCER Working Papers (1989) View citations (2) (1989)

1989

13. An econometric analysis of the bank credit scoring problem
    Journal of Econometrics, 1989, 40, (1), 3-14 View citations (140)
14. Post-Sample Prediction Tests for Generalized Method of Moments Estimators
    Oxford Bulletin of Economics and Statistics, 1989, 51, (3), 333-43 View citations (25)

1987

15. Two-Step Generalized Least Squares Estimators in Multi-equation
    The Review of Economics and Statistics, 1987, 69, (2), 336-46 View citations (19)

1986

16. Lender Reactions to Information Restrictions: The Case of Banks and ECOA
    Journal of Money, Credit and Banking, 1986, 18, (2), 211-19 View citations (1)

1985

17. Real Interest Rates, Anticipated Inflation, and Unanticipated Money: A Multi-country Study
    The Review of Economics and Statistics, 1985, 67, (2), 284-96
18. The Impact of News and Alternative Theories of Exchange Rate Determination
    Journal of Money, Credit and Banking, 1985, 17, (3), 328-46 View citations (18)

1984

19. Tests of rationality, neutrality and market efficiency: A Monte Carlo analysis of alternative test statistics
    Journal of Monetary Economics, 1984, 14, (3), 339-363 View citations (9)

1983

20. Rational expectations and monetary models of exchange rate determination: An empirical examination
    Journal of Monetary Economics, 1983, 11, (2), 247-260 View citations (9)
21. Rationality and the Decision to Invest in Economics
    Journal of Human Resources, 1983, 18, (4), 480-496 View citations (5)
22. Rationality, specification tests, and macroeconomic models
    Journal of Econometrics, 1983, 21, (3), 367-386 View citations (2)
23. Recent evidence on the relationship between money growth and budget deficits
    Journal of Macroeconomics, 1983, 5, (2), 223-231

1982

24. An Econometric Investigation of the Monetary Neutrality and Rationality Propositions from an International Perspective
    The Review of Economics and Statistics, 1982, 64, (4), 562-71 View citations (7)

1981

25. Testing the restrictions implied by the rational expectations hypothesis
    Journal of Econometrics, 1981, 15, (2), 265-287 View citations (13)