Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand |
scientific article |
Statements
Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (English)
0 references
7 March 2023
0 references
co-integration
0 references
money demand
0 references
nonlinearity
0 references
threshold vector autoregression
0 references
0 references
0 references
