Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997
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- Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003. "Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-799, October.
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- Amisano, Gianni & Fagan, Gabriel, 2013.
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- Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
- repec:onb:oenbwp:y::i:131:b:1 is not listed on IDEAS
- Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
- Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006.
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Emerald Group Publishing Limited.
- Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank.
- Alexi Thompson & Henry Thompson, 2021. "Six decades of inflation and money demand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 240-251, April.
- Switzer, Lorne N. & Picard, Alan, 2016. "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, vol. 57(C), pages 106-119.
- Jyh-Lin Wu & Yu-Hau Hu, 2007. "Currency substitution and nonlinear error correction in Taiwan's demand for broad money," Applied Economics, Taylor & Francis Journals, vol. 39(13), pages 1635-1645.
- Jan Tin, 2010. "Bequest motives and household money demand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(3), pages 269-283, July.
- Lee, Chien-Chiang & Chen, Pei-Fen & Chang, Chun-Ping, 2007. "Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 76(4), pages 293-302.
- Calza, Alessandro & Zaghini, Andrea, 2009.
"Nonlinearities In The Dynamics Of The Euro Area Demand For M1,"
Macroeconomic Dynamics, Cambridge University Press, vol. 13(1), pages 1-19, February.
- Alessandro Calza & Andrea Zaghini, 2008. "Nonlinearities in the dynamics of the euro area demand for M1," Temi di discussione (Economic working papers) 690, Bank of Italy, Economic Research and International Relations Area.
- Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, July.
- Kaufmann, Sylvia & Kugler, Peter, 2005.
"Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area,"
Working papers
2005/07, Faculty of Business and Economics - University of Basel.
- Sylvia Kaufmann & Peter Kugler, 2006. "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working Papers 131, Oesterreichische Nationalbank (Austrian Central Bank).
- Daiki Maki, 2013. "Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications," Empirical Economics, Springer, vol. 45(1), pages 605-625, August.
- Ringwald, Leopold & Zörner, Thomas O., 2023. "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 293-333.
- Daiki Maki & Shin-ichi Kitasaka, 2015. "Residual-based tests for cointegration with three-regime TAR adjustment," Empirical Economics, Springer, vol. 48(3), pages 1013-1054, May.
More about this item
Keywords
Demand for money; Adjustment costs; Equilibrium correction; Non-linear dynamics;All these keywords.
JEL classification:
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2003-03-17 (Macroeconomics)
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