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)

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
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Cites work

• scientific article; zbMATH DE number 762933 (Why is no real title available?)
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• A Stastistical Analysis of Cointegration for I(2) Variables
• 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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