M1 demand and volatility
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More about this item
KeywordsMoney demand; M1; Volatility; GARCH modeling; Rolling regressions; E52; C32;
- M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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