Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector

DOI10.1515/snde-2015-0104OpenAlexW2368957506MaRDI QIDQ2691674

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2015-0104

zbMATH Keywords

model selection nonlinearities cointegration money demand error correction structural breaks conditional models autometrics model design dynamic specification United Kingdom broad money Friedman and Schwartz

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector

Uses Software

PcGets

Cites Work

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