Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates

DOI10.1515/SNDE-2019-0106OpenAlexW3125402642MaRDI QIDQ2697112

Jinan Liu, Apostolos Serletis

Publication date: 17 April 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-2019-0106

zbMATH Keywords

credit card-augmented Divisia monetary aggregatesmultivariate GARCH-in-meanoptimal monetary aggregation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Economic monetary aggregates. An application of index number and aggregation theory
• Generalized autoregressive conditional heteroscedasticity
• On the output effects of monetary variability
• VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL
• Modelling the persistence of conditional variances
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
• The likelihood function of stationary autoregressive-moving average models

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