NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1

DOI10.1017/S1365100508070405zbMath1158.91460OpenAlexW3124318951MaRDI QIDQ3623567

Andrea Zaghini, Alessandro Calza

Publication date: 21 April 2009

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

Full work available at URL: https://doi.org/10.1017/s1365100508070405

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Dynamical systems in optimization and economics (37N40)

Related Items (1)

Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand

Cites Work

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• Comparisons of tests for multivariate cointegration
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Some tests for parameter constancy in cointegrated VAR‐models

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