MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USINGI(2) ANDI(1) COINTEGRATION ANALYSIS
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Publication:2870071
DOI10.1111/j.1467-8586.2011.00400.xzbMath1279.91136MaRDI QIDQ2870071
Publication date: 17 January 2014
Published in: Bulletin of Economic Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-8586.2011.00400.x
maximum likelihood; cointegrated vector autoregressive model; monetary base; \(I(2)\); money multiplier; broad money; \(I(1)\)
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