Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates
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DOI: 10.1515/snde-2019-0106
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More about this item
Keywords
credit card-augmented Divisia monetary aggregates; multivariate GARCH-in-mean; optimal monetary aggregation;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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