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Estimating a cointegrating demand system

โœ Scribed by C.L.F. Attfield


Book ID
115875367
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
179 KB
Volume
41
Category
Article
ISSN
0014-2921

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Money demand function estimation by nonl
โœ Youngsoo Bae; Robert M. de Jong ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 220 KB

## Abstract Conventionally, the money demand function is estimated using a regression of the logarithm of money demand on either the interest rate or the logarithm of the interest rate. This equation is presumed to be a cointegrating regression. In this paper, we aim to combine the logarithmic spec