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Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?

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Author Info
B. Candelon
H. Lütkepohl

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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number 2000-17.

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Handle: RePEc:wop:humbsf:2000-17

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  1. Michael Scharnagl, 1998. "The stability of German money demand: Not just a myth," Empirical Economics, Springer, vol. 23(3), pages 355-370. [Downloadable!] (restricted)
  2. K. Hubrich, . "System estimation of the German money demand - a long-run analysis," Sonderforschungsbereich 373 1996-77, Humboldt Universitaet Berlin.
  3. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70. [Downloadable!] (restricted)
  4. Katarina Juselius, 1998. "Changing monetary transmission mechanisms within the EU," Empirical Economics, Springer, vol. 23(3), pages 455-481. [Downloadable!] (restricted)
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  5. JØrgen Wolters & Helmut LØtkepohl, 1998. "A money demand system for German M3," Empirical Economics, Springer, vol. 23(3), pages 371-386. [Downloadable!] (restricted)
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This page was last updated on 2009-11-13.

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