Nonlinear error-correction and the UK demand for broad money, 1878-1993
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- Timo Teräsvirta & Ann-Charlotte Eliasson, 2001. "Non-linear error correction and the UK demand for broad money, 1878-1993," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 277-288.
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More about this item
KeywordsDynamic model; econometric model building; encompassing; parameter constancy; smooth transition regression.;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-10-15 (All new papers)
- NEP-ECM-1998-10-19 (Econometrics)
- NEP-ETS-1998-10-15 (Econometric Time Series)
- NEP-MON-1998-10-15 (Monetary Economics)
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