Stability and non-linear dynamics in the broad demand for money in Spain.

DOI10.1016/S0165-1765(02)00212-4zbMath1037.91574MaRDI QIDQ1853728

Javier Ordóñez

Publication date: 22 January 2003

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

zbMATH Keywords

CointegrationMoney demandNon-linear dynamicsBuffer stockTarget-bounds

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Consumer behavior, demand theory (91B42)

Related Items (2)

Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries ⋮ NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1

Cites Work

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• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Statistical analysis of cointegration vectors
• Testing the adequacy of smooth transition autoregressive models
• Testing for a unit root in time series regression

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