Baghestani, H. and Mott, T. (1997), “A Cointegration Analysis of the U.S. Money Supply Strategies”, Journal of Macroeconomics, 19/2, 269-283.
Begg, D., Fischer, S. and Dornbusch, R. (1994), Economics, Fourth Ed., 1994.
Bornhoff, E.J. (1977), “Predicting the Money Multiplier: A Case Study for the US and the Netherlands”, Journal of Monetary Economics, 3/3, 325-345.
Brunner, K. and Meltzer, A.H. (1983), “Strategies and Tactics for Monetary Control”, Carnegie-Rochester Conference Series on Public Policy, 18, 59-103.
Büttler, H.J., Gargerat, J.-F., Schiltknecht, H. and Schiltknecht, K. (1979), “A Multiplier Model for Controlling the Money Stock”, Journal of Monetary Economics, 5/3, 327-341.
Dickey, D.A. and Fuller, W.A. (1979), “Distribution of the Estimators for Autoregressive Time Series with A Unit Root”, Journal of American Statistical Association, 74/366, 427-431.
Dickey, D.A., Jansen, D.W. and Thornton, D.L. (1991), “A Primer on Cointegration with an Application to Money and Income”, Federal Reserve Bank of St. Louis Review, March/April, 58-78.
Douglas, W.M. and Speaker, P.J. (1991), “Non-parametric Tests of the Efficacy of Money Stock Control Strategies”, Economic Modelling, 8/1, 83-89.
Engle, R.F. and Granger, C.W.J. (1987), “Cointegration and Error Correction: Representation, Estimation and Testing”, Econometrica, 55/2, 251-276.
Friedman, M. (1968), “The Role of Monetary Policy”, The American Economic Review, 58/1, 1-17.
Gonzalo, J. (1994), “Five Alternative Methods of Estimating Long - Run Equilibrium Relationships”, Journal of Econometrics, 60, 203-233.
Gökbudak, N. (1995), “Money Multiplier and Monetary Control”, CBRT Research Department Working Paper , No. 9505, October.
Hafer, R.W. and Hein, S.E. (1984), “Predicting the Money Multiplier: Forecasts from Component and Aggregate Models”, Journal of Monetary Economics, 14/3, 375-384.
Johannes, J.M. and Rasche, R.H. (1979), “Predicting the Money Multiplier”, Journal of Monetary Economics, 5/3, 301-325.
Johansen, S. (1995), Likelihood-based Inference in Cointegrated Vector Autoregressive Models, Oxford: Oxford University Press.
Johansen, S. and Juselius, K. (1990), “Maximum Likelihood Estimation and Inference on Cointegration-with applications to the demand for money”, Oxford Bulletin of Economics and Statistics, 52, 169-210.
Keyder, N. (1998), Para, Teori, Politika, Uygulama, Geliştirilmiş 6. Baskı, Ankara: Beta Dağıtım.
MacKinnon, J.G. (1996), “Numerical Distribution Functions for Unit Root and Cointegration Tests”, Journal of Applied Econometrics, 11, 601-618.
MacKinnon, J.G., Haug, A.A. and Michelis, L. (1999), “Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration”, Journal of Applied Econometrics, 14, 563-577.
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, 54, 461-472.
Paya, M. (1998), Para Teorisi ve Para Politikası, İstanbul: Filiz Kitabevi.
Perron, P. (1989), “The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis”, Econometrica, 57, 1361-1401.
Phillips, P.C.B. and Perron, P. (1988), “Testing for a Unit Root in Time Series Regression”, Biometrika, 75, 335-346.
Sharpe, I.G. (1980), “Australian Money Supply Analysis: The Relationship between Monetary Base, Secondary Reserves and the Money Supply”, Journal of Banking & Finance, 4/3, 283-300.
Spindt, P.A. (1983), “The Monetary Multiplier When Money is Measured as a Divisia Quantity Index”, Economics Letters, 13/2-3, 219-222.
Şahinbeyoğlu, G. (1995), “The Stability of Money Multiplier: A Test for Cointegration”, CBRT Research Department Working Paper, No: 9603, December.
Zivot, E. and Andrews, D.W.K. (1992), “Further Evidence of Great Crash, the Oil Price Shock and the Unit Root Hypothesis”, Journal of Business and Economic Statistics, 10, 251-270.
Thank you for copying data from http://www.arastirmax.com