Long-term interest rates and the recent weakness in M2
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economics and Business.
Volume (Year): 48 (1996)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/locate/jeconbus
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- George R. Moore & Richard D. Porter & David H. Small, 1990. "Modeling the disaggregated demands for M2 and M1: the U.S. experience in the 1980s," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 21-112.
- Duca, John V., 1995. "Should bond funds be added to M2?," Journal of Banking & Finance, Elsevier, vol. 19(1), pages 131-152, April.
- Dufour, Jean-Marie, 1980. "Dummy variables and predictive tests for structural change," Economics Letters, Elsevier, vol. 6(3), pages 241-247.
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- Cara S. Lown & Stavros Peristiani & Kenneth J. Robinson, 1999.
"What was behind the M2 breakdown?,"
83, Federal Reserve Bank of New York.
- Evan F. Koenig, 1996. "Forecasting M2 growth: an exploration in real time," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 16-26.
- Yash P. Mehra, 1997. "A review of the recent behavior of M2 demand," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 27-44.
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