Estimating Money Demand in Italy 1970-1994
A money demand relationship for Italy is estimated from 1970 to 1994 within a cointegrated VAR framework. Changes in the money market fue to an important financial innovation process are introduced in the cointegration space through a Logistic Smooth Transition function tested and estimated at an earlier stage using Engle-Granger cointegration analysis.
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|Date of creation:||1999|
|Contact details of provider:|| Postal: Badia Fiesolana, Via dei Roccettini, 9, 50014 San Domenico di Fiesole (FI) Italy|
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