Adding bond funds to M2 in the P-Star model of inflation
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 46 (1994)
Issue (Month): 2 (October)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Zsolt Becsi & John V. Duca, 1994. "Adding bond funds to M2 in the P-star model of inflation," Working Papers 94-01, Federal Reserve Bank of Dallas.
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- David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 07/89, International Monetary Fund.
- Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
- Evan F. Koenig, 1994. "The P* model of inflation revisited," Working Papers 94-14, Federal Reserve Bank of Dallas.
- Evan F. Koenig, 1994. "Capacity utilization and the evolution of manufacturing output: a closer look at the "bounce-back effect."," Working Papers 94-02, Federal Reserve Bank of Dallas.
- John V. Duca, 1994. "Would the addition of bond or equity funds make M2 a better indicator of nominal GDP?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 1-14.
- Duca, John V., 1996.
"Inflation, unemployment, and duration,"
Elsevier, vol. 52(3), pages 293-298, September.
- Tsionas, Efthymios G., 2001. "P-STAR analysis in a converging economy: the case of Greece," Economic Modelling, Elsevier, vol. 18(1), pages 49-60, January.
- Atta-Mensah, J, 1996. "A Modified P*-Model of Inflation Based on M1," Working Papers 96-15, Bank of Canada.
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