I(2) representations of US money demand

DOI10.1016/0165-1765(95)00705-KMaRDI QIDQ1352243zbMATH OpenFDO

Authors Kevin Reffett, Stefan C. Norrbin

Publication date 27 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(95)00705-K

zbMATH Keywords

CCRCointegrationMoney demand

Mathematics Subject Classification ID

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

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
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• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

Cites work

• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• A Stastistical Analysis of Cointegration for I(2) Variables
• scientific article; zbMATH DE number 762933 (Why is no real title available?)
• Money and Interest in a Cash-in-Advance Economy
• Statistical analysis of cointegration vectors
• The Demand for M1 in the U.S.A., 1960-1988

Cited in

(1)

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

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