NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)

DOI10.1017/S1365100503030013zbMath1180.91228WikidataQ56057317 ScholiaQ56057317MaRDI QIDQ4471242

Alvaro Escribano

Publication date: 18 June 2004

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

zbMATH Keywords

smoothing splinescubic polynomialsmoney demandnonlinear error correctionrational polynomialsnonlinear cointegration.

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Related Items

Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector, Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market, Nonparametric estimation in a nonlinear cointegration type model, Likelihood-based inference for cointegration with nonlinear error-correction, Some notes on nonlinear cointegration: A partial review with some novel perspectives

Uses Software

• PcGive

Cites Work

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