Estimation of Precautionary Demand by Financial Anxieties
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References listed on IDEAS
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More about this item
Keywordsfinancial anxieties; precautionary demand; cointegration; EGARCH;
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-07-15 (All new papers)
- NEP-FMK-2006-07-15 (Financial Markets)
- NEP-MAC-2006-07-15 (Macroeconomics)
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