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Modelling of Structural Changes in Demand for Money Cointegration Relations

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  • Hannu KOSKINEN

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  • Hannu KOSKINEN, 2010. "Modelling of Structural Changes in Demand for Money Cointegration Relations," EcoMod2004 330600082, EcoMod.
    • Handle: RePEc:ekd:003306:330600082
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    References listed on IDEAS

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    1. repec:zbw:bofism:1998_013 is not listed on IDEAS
    2. Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000. "Cointegration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.
    3. Ripatti, Antti & , Pentti, 2001. "Vector Autoregressive Processes With Nonlinear Time Trends In Cointegrating Relations," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 577-597, September.
    4. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501, Decembrie.
    5. Gennari, E., 1999. "Estimating Money Demand in Italy 1970-1994," Economics Working Papers eco99/7, European University Institute.
    6. Saikkonen, Pentti, 2001. "Statistical Inference In Cointegrated Vector Autoregressive Models With Nonlinear Time Trends In Cointegrating Relations," Econometric Theory, Cambridge University Press, vol. 17(2), pages 327-356, April.
    7. Saikkonen, Pentti, 2001. "Consistent Estimation In Cointegrated Vector Autoregressive Models With Nonlinear Time Trends In Cointegrating Relations," Econometric Theory, Cambridge University Press, vol. 17(2), pages 296-326, April.
    8. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June.
    9. Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164, Decembrie.
    10. Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000. "Cointegration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.
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