𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nonstationary stochastic seasonality and the German M2 money demand function

✍ Scribed by Martin T. Bohl

Book ID
117098580
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
101 KB
Volume
44
Category
Article
ISSN
0014-2921

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Investigating stability and linearity of
Investigating stability and linearity of a German M1 money demand function
✍ Helmut LΓΌtkepohl; Timo TerΓ€svirta; JΓΌrgen Wolters πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 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