On the output effects of monetary variability

DOI10.1007/s11079-014-9325-9zbMath1412.91201OpenAlexW2053604599MaRDI QIDQ2416115

Sajjadur Rahman, Apostolos Serletis

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-014-9325-9

zbMATH Keywords

GARCH-in-meanVARMACFS divisia monetary aggregates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (7)

Monetary policy and interest rate spreads ⋮ Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks? ⋮ Money, velocity, and the stock market ⋮ Chinese Divisia monetary index and GDP nowcasting ⋮ An SVAR approach to evaluation of monetary policy in India: solution to the exchange rate puzzles in an open economy ⋮ Causal relationships between inflation and inflation uncertainty ⋮ Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates

Cites Work

• Economic monetary aggregates. An application of index number and aggregation theory
• VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL
• The likelihood function of stationary autoregressive-moving average models

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