Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
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References listed on IDEAS
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More about this item
KeywordsBayesian cointegration analysis; Markov trend; Markov chain Monte Carlo; money demand.;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- 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
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
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