The discounted economic stock of money with VAR forecasting
From MaRDI portal
Publication:665721
DOI10.1007/s10436-006-0038-yzbMath1233.91213MaRDI QIDQ665721
John W. Keating, Unja Chae, William A. Barnett
Publication date: 6 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-006-0038-y
monetary aggregation; Bayesian vector autoregression; asymmetric vector autoregression; currency equivalent index; divisia money aggregate; economic stock of money; user cost of money
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B82: Statistical methods; economic indices and measures
Related Items
Cites Work