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Is euro area demand (still) stable? : cointegrated VAR versus single equation techniques

Belke, Ansgar; Czudaj, Robert - 2010

In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current financial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of the euro area money demand function. We also...

Persistent link: https://www.econbiz.de/10010208785

Money demand in Europe : evidence from the past

Hahn, Elke; Müller-Kademann, Christian - 2000

-variate time series modelling using aggregated data of all eleven European Monetary Union member states. A cointegration analysis …

Persistent link: https://www.econbiz.de/10011432808

Expected money growth, Markov trends and the instability of money demand in the euro area

Kaufmann, Sylvia; Kugler, Peter - 2007 - This version: December 2007

with a switching intercept term. Of course, this likely leads to a rejection of cointegration by standard tests and to the …

Persistent link: https://www.econbiz.de/10011570250

Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques

Belke, Ansgar; Czudaj, Robert - In: Applied economics quarterly 56 (2010) 4, pp. 285-315

applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …

Persistent link: https://www.econbiz.de/10009316570

Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques

Belke, Ansgar; Czudaj, Robert - 2010

applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …

Persistent link: https://www.econbiz.de/10003939738

Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques

Belke, Ansgar; Czudaj, Robert - 2010

applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …

Persistent link: https://www.econbiz.de/10003941679

Money demand in Europe : evidence from the past

Müller-Kademann, Christian; Hahn, Elke - 2000

-variate time series modelling using aggregated data of all eleven European Monetary Union member states. A cointegration analysis …

Persistent link: https://www.econbiz.de/10009583887

Money and prices : an I(2) analysis for the euro area

Holtemöller, Oliver - 2002

The concept of integrated stochastic processes is widely used in empirical macroeconomics; and cointegration analysis … considerable empirical method for extracting information from monetary aggregates for monetary policy purposes. -- cointegration …

Persistent link: https://www.econbiz.de/10009620770

Does it matter how aggregates are measured? : the case of monetary transmission mechanisms in the euro area

Beyer, Andreas; Jusélius, Katarina - 2010

impact on the cointegration properties in empirical modelling, the monetary model in Coenen &Vega (2001) based on fixed … the choice of aggregation method. - Aggregation ; Flexible weights ; Eurowide money demand ; Cointegration …

Persistent link: https://www.econbiz.de/10003970393

A stable model for Euro Area money demand : revisiting the role of wealth

Beyer, Andreas - 2009

money demand model. -- Money Demand ; Parameter Constancy ; Wealth ; Cointegration ; Vector Error Correction Model …

Persistent link: https://www.econbiz.de/10003963820