A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION

DOI10.1017/S1365100508080024zbMath1167.91405MaRDI QIDQ3395274

Apostolos Serletis

Publication date: 24 August 2009

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

Monetary AggregationMonetary Policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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• Exact and superlative index numbers
• A single-blind controlled competition among tests for nonlinearity and chaos
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
• Martingales, nonlinearity, and chaos
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
• Chaotic analysis of US money and velocity measures
• Testing for a unit root in time series regression
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Time Series Regression with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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