Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area
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More about this item
Keywordsaggregation; flexible weights; Eurowide money demand; cointegration;
- 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
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-15 (All new papers)
- NEP-CBA-2008-03-15 (Central Banking)
- NEP-EEC-2008-03-15 (European Economics)
- NEP-MAC-2008-03-15 (Macroeconomics)
- NEP-MON-2008-03-15 (Monetary Economics)
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