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A money demand system for German M3

✍ Scribed by Helmut Lütkepohl; Jürgen Wolters

Publisher
Springer-Verlag
Year
1998
Tongue
English
Weight
920 KB
Volume
23
Category
Article
ISSN
0377-7332

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📜 SIMILAR VOLUMES

Investigating stability and linearity of
Investigating stability and linearity of a German M1 money demand function
✍ Helmut Lütkepohl; Timo Teräsvirta; Jürgen Wolters 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB

Starting from a linear error correction model (ECM) the stability and linearity of a German M1 money demand function are investigated, applying smooth transition regression techniques. Using seasonally unadjusted quarterly data from 1961(1) to 1990(2) it is found that the money demand equation consi