UK Money Demand 1873-2001: A Cointegrated VAR Analysis with Additive Data Corrections
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Saten Kumar & Don J. Webber, 2013.
"Australasian money demand stability: application of structural break tests,"
Taylor & Francis Journals, vol. 45(8), pages 1011-1025, March.
- Kumar, Saten & Webber, Don J., 2010. "Australasian money demand stability: Application of structural break tests," MPRA Paper 27569, University Library of Munich, Germany.
More about this item
KeywordsUnited Kingdom; money demand; cointegration; additive outlier; level shift;
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- 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-ALL-2004-11-22 (All new papers)
- NEP-CBA-2004-11-22 (Central Banking)
- NEP-HIS-2004-11-22 (Business, Economic & Financial History)
- NEP-MAC-2004-11-22 (Macroeconomics)
- NEP-MON-2005-01-10 (Monetary Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kud:kuiedp:0421. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Hoffmann). General contact details of provider: http://edirc.repec.org/data/okokudk.html .
We have no references for this item. You can help adding them by using this form .