VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL

DOI10.1017/S1365100506050309zbMath1170.91398OpenAlexW1995413348MaRDI QIDQ3426141

A. Shahmoradi, Apostolos Serletis

Publication date: 8 March 2007

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

Full work available at URL: https://doi.org/10.1017/s1365100506050309

zbMATH Keywords

multivariate GARCHdivisiavariability of money growthsimple-sum

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (5)

Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy ⋮ On the output effects of monetary variability ⋮ Money, velocity, and the stock market ⋮ Causal relationships between inflation and inflation uncertainty ⋮ Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates

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