Kointegration und Fehlerkorrekturmodelle. Mit einer empirischen Untersuchung zur Geldnachfrage in der Bundesrepublik Deutschland. (Co- integration and error correcting models. With an empirical analysis of the demand for money in the Federal Republic of Germany.) (Q3995606)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Kointegration und Fehlerkorrekturmodelle. Mit einer empirischen Untersuchung zur Geldnachfrage in der Bundesrepublik Deutschland. (Co- integration and error correcting models. With an empirical analysis of the demand for money in the Federal Republic of G |
scientific article; zbMATH DE number 45076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kointegration und Fehlerkorrekturmodelle. Mit einer empirischen Untersuchung zur Geldnachfrage in der Bundesrepublik Deutschland. (Co- integration and error correcting models. With an empirical analysis of the demand for money in the Federal Republic of Germany.) |
scientific article; zbMATH DE number 45076 |
Statements
17 September 1992
0 references
stability
0 references
unit roots
0 references
long-run equilibrium
0 references
non-stationary economic variables
0 references
non-stationarity
0 references
error-correction approach
0 references
demand for money
0 references
co-integration
0 references
co-integrated time-series
0 references
estimation
0 references
test procedures
0 references
simulation
0 references
0.8301939368247986
0 references
