A cointegration test of the optimal seigniorage model

DOI10.1016/0165-1765(94)90117-1zbMath0800.90356OpenAlexW2001073676WikidataQ57700330 ScholiaQ57700330MaRDI QIDQ1327979

Akihisa Shibata, Yuichi Fukuta

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90117-1

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

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• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Asymptotic Properties of Residual Based Tests for Cointegration
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing for a unit root in time series regression
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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