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Money growth volatility and the demand for money in Germany: Friedman’s volatility hypothesis revisited

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Author Info
Imke Brüggemann
Dieter Nautz
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File URL: http://hdl.handle.net/10.1007/BF02707501
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Article provided by Springer in its journal Weltwirtschaftliches Archiv.

Volume (Year): 133 (1997)
Issue (Month): 3 (September)
Pages: 523-537
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Handle: RePEc:spr:weltar:v:133:y:1997:i:3:p:523-537

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Keywords: E41; E52;

References listed on IDEAS
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  1. Katsimbris, George M. & Miller, Stephen M., 1993. "Velocity variability: Directly an interest-rate driven phenomenon," The Quarterly Review of Economics and Finance, Elsevier, vol. 33(4), pages 423-437. [Downloadable!] (restricted)
  2. Friedman, Milton, 1983. "Monetary Variability: United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(3), pages 339-43, August. [Downloadable!] (restricted)
  3. Stock, James H, 1987. "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, Econometric Society, vol. 55(5), pages 1035-56, September. [Downloadable!] (restricted)
  4. Lutkepohl, Helmut, 1982. "Non-causality due to omitted variables," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 367-378, August. [Downloadable!] (restricted)
  5. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59. [Downloadable!] (restricted)
  6. Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
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  7. Zellner, Arnold, 1979. "Causality and econometrics," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 9-54, January. [Downloadable!] (restricted)
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