I(2) representations of US money demand

DOI10.1016/0165-1765(95)00705-KzbMath1030.62537MaRDI QIDQ1352243

Kevin L. Reffett, Stefan C. Norrbin

Publication date: 27 February 1997

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

zbMATH Keywords

CointegrationCCRMoney demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Statistical analysis of cointegration vectors
• The Demand for M1 in the U.S.A., 1960-1988
• A Stastistical Analysis of Cointegration for I(2) Variables
• Money and Interest in a Cash-in-Advance Economy
• Unnamed Item

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