scientific article; zbMATH DE number 947496

MaRDI QIDQ4716008zbMATH OpenFDO

Authors Cem Kadilar, Cenap Erdemir

Publication date 14 December 1997

zbMATH Keywords

Cagan money demand functioncointegrationunit root

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

• Recent Advances in Cointegration Analysis
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• scientific article; zbMATH DE number 45076
• Modelling the demand for money in New Zealand.

Cited in

(7)

• Modelling and forecasting the money demand in China: Cointegration and non-linear analysis
• The representative household's demand for money in a cointegrated VAR model
• Modelling time series data of monetary aggregates using I(2) and I(1) cointegration analysis
• An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes
• Credit and income: co-integration dynamics of the US economy
• Chapter 9 Modeling Inflation and Money Demand Using a Fourier-Series Approximation
• Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4716008)