Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area
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More about this item
Keywordsaggregation; cointegration; Eurowide money demand; Flexible weights;
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2010-02-20 (Central Banking)
- NEP-IFN-2010-02-20 (International Finance)
- NEP-MAC-2010-02-20 (Macroeconomics)
- NEP-MON-2010-02-20 (Monetary Economics)
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