Modelling time series data of monetary aggregates using I(2) and I(1) cointegration analysis
Takamitsu Kurita
| Year of publication: |
2013
|
|---|---|
| Authors: | Kurita, Takamitsu |
| Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 65.2013, 4, p. 372-388
|
| Subject: | broad money | cointegrated vector autoregressive model | I(1) | I(2) | maximum likelihood | monetary base | money multiplier | Geldmenge | Money supply | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Geldnachfrage | Money demand | Geldmengensteuerung | Monetary targeting |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010194791