IDEAS home Printed from
   My bibliography  Save this article

Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis


  • Joanna Bruzda


No abstract is available for this item.

Suggested Citation

  • Joanna Bruzda, 2006. "Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 113-124.
  • Handle: RePEc:cpn:umkdem:v:7:y:2006:p:113-124

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. Granger, Clive W. J. & Swanson, Norman R., 1997. "An introduction to stochastic unit-root processes," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.
    2. Leybourne, S J & McCabe, B P M & Tremayne, A R, 1996. "Can Economic Time Series Be Differenced to Stationarity?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 435-446, October.
    3. Taylor, A.M.R. & van Dijk, D.J.C., 1999. "Testing for Stochastic Unit Roots - Some Monte Carlo evidence," Econometric Institute Research Papers EI 9922-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Hansen, Bruce E., 1992. "Heteroskedastic cointegration," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 139-158.
    Full references (including those not matched with items on IDEAS)

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cpn:umkdem:v:7:y:2006:p:113-124. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Miroslawa Buczynska). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.