The discounted economic stock of money with VAR forecasting
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Publication:665721
DOI10.1007/s10436-006-0038-yzbMath1233.91213OpenAlexW2057971825MaRDI QIDQ665721
John W. Keating, Unja Chae, William A. Barnett
Publication date: 6 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-006-0038-y
monetary aggregationBayesian vector autoregressionasymmetric vector autoregressioncurrency equivalent indexdivisia money aggregateeconomic stock of moneyuser cost of money
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)
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