Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071)
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scientific article; zbMATH DE number 6247362
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| English | Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis |
scientific article; zbMATH DE number 6247362 |
Statements
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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Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (English)
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0.7703984975814819
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0.762226939201355
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0.7470707893371582
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