IDEAS home Printed from https://ideas.repec.org/a/ers/journl/vvy2002i3-4p25-44.html
   My bibliography  Save this article

Trends and Unit Roots in Greek Real Money Supply, Real GDP and Nominal Interest Rate

Author

Listed:
  • Karpetis Ch.
  • Varelas E.

Abstract

This paper presents the results of a unit root investigation of Greek real money supply, real G.D.P. and nominal interest rate, after following a sequential procedure which takes into consideration the effect of the possibly erroneus presence or absence of the trend and/or intercept on the augmented Dickey – Fuller unit root test procedure.

Suggested Citation

  • Karpetis Ch. & Varelas E., 2002. "Trends and Unit Roots in Greek Real Money Supply, Real GDP and Nominal Interest Rate," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 25-44, July-Dece.
  • Handle: RePEc:ers:journl:v:v:y:2002:i:3-4:p:25-44
    as

    Download full text from publisher

    File URL: http://www.ersj.eu/repec/ers/papers/02_34_p3.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Frankel, Jeffrey A & Rose, Andrew K, 1998. "The Endogeneity of the Optimum Currency Area Criteria," Economic Journal, Royal Economic Society, vol. 108(449), pages 1009-1025, July.
    2. Gordon, Robert J, 1995. "Is There a Trade-off between Unemployment and Productivity Growth?," CEPR Discussion Papers 1159, C.E.P.R. Discussion Papers.
    3. Rose, Andrew K & Engel, Charles, 2002. "Currency Unions and International Integration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(4), pages 1067-1089, November.
    4. Peersman, Gert & Smets, Frank, 2001. "Are the effects of monetary policy in the euro area greater in recessions than in booms?," Working Paper Series 0052, European Central Bank.
    5. Daniel Gros, 1996. "Germany’s stake in exchange rate stability," Intereconomics: Review of European Economic Policy, Springer;German National Library of Economics;Centre for European Policy Studies (CEPS), vol. 31(5), pages 236-240, September.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:ers:journl:v:v:y:2002:i:3-4:p:25-44. 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: (Marios Agiomavritis). General contact details of provider: http://www.ersj.eu/ .

    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.