Bissoondeeal, Rakesh; Karoglou, Michail; Mullineux, Andy - In: Manchester School 82 (2014) 12, pp. 47-68
type="main" <p>We use non-parametric procedures to identify breaks in the underlying series of UK household sector money demand functions. Money demand functions are estimated using cointegration techniques and by employing both the <fr>S</fr>imple <fr>S</fr>um and <fr>D</fr>ivisia measures of money. P-star models are also...</p>