I(2) representations of US money demand

DOI10.1016/0165-1765(95)00705-KzbMATH Open1030.62537MaRDI QIDQ1352243FDOQ1352243

Authors: Kevin Reffett, Stefan C. Norrbin 

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Recommendations

• The representative household's demand for money in a cointegrated VAR model
• SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES
• On the determination of integration indices in I(2) systems
• Inflation, Money Growth, and I(2) Analysis
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

zbMATH Keywords

CCRCointegrationMoney demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Statistical analysis of cointegration vectors
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• The Demand for M1 in the U.S.A., 1960-1988
• A Stastistical Analysis of Cointegration for I(2) Variables
• Money and Interest in a Cash-in-Advance Economy
• Title not available (Why is that?)

Cited In (1)

• SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES

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