UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections
Year of publication: |
20 Oct. 2004
|
---|---|
Other Persons: | Bohn Nielsen, Heino (contributor) |
Institutions: | Københavns Universitet / Økonomisk Institut (contributor) |
Publisher: |
Copenhagen : Univ., Inst. of Economics |
Subject: | Geldnachfrage | Money demand | Kointegration | Cointegration | VAR-Modell | VAR model | Großbritannien | United Kingdom | 1873-2001 |
-
UK money demand 1873-2001 : a long-run time series analysis and event study
Bohn Nielsen, Heino, (2007)
-
Trend stationarity in the I(2) cointegration model
Rahbek, Anders, (1999)
-
Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino, (2003)
- More ...
-
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian, (2002)
-
Likelihood ratio testing for cointegration ranks in I(2) models
Bohn Nielsen, Heino, (2003)
-
Skrifter fra Økonomisk Institut
(1987)
- More ...