MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071): Difference between revisions
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Revision as of 09:48, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS |
scientific article |
Statements
MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (English)
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17 January 2014
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broad money
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cointegrated vector autoregressive model
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\(I(1)\)
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\(I(2)\)
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maximum likelihood
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monetary base
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money multiplier
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