Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand |
scientific article |
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Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (English)
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7 March 2023
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co-integration
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money demand
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nonlinearity
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threshold vector autoregression
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0.8294804
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0.8264695
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0.8181217
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