Investigating Stability and Linearity of a German M1 Money Demand Function
Year of publication: |
1995-08
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Authors: | Lütkepohl, Helmut ; Teräsvirta, Timo ; Wolters, Jürgen |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Error correction | German monetary unification | Nonlinearity | Smooth transition regression | Structural Change |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Applied Econometrics, 1999, pages 511-525. The text is part of a series Working Paper Series in Economics and Finance Number 64 22 pages |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; E41 - Demand for Money |
Source: |
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