A time series analysis of economical phenomena in Japan's lost decade (1): determinacy property of the velocity of money and equilibrium solution

DOI10.1007/S10690-012-9154-ZzbMath1282.91269OpenAlexW2047609001MaRDI QIDQ1934583

Yasunori Okabe, Yuji Nakano

Publication date: 29 January 2013

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-012-9154-z

zbMATH Keywords

equilibrium solutiondeterminacy propertyextended velocityTest(D)zero interest rate policy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items (2)

A time series analysis of economical phenomena in Japan's lost decade (1): determinacy property of the velocity of money and equilibrium solution ⋮ Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations

Cites Work

• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis
• A time series analysis of economical phenomena in Japan's lost decade (1): determinacy property of the velocity of money and equilibrium solution
• On the theory of KM\(_2\)O-Langevin equations for stationary flows. I: Characterization theorem
• Langevin equations and causal analysis
• The theory of KM₂O-Langevin equations and its applications to data analysis (III): Deterministic analysis
• The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1)
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• On the theory of \(\text{KM}_2 \text{O}\)-Langevin equations for stationary flows. II: Construction theorem
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