Do money, prices, incomes and interest rates interrelate in the US? : a fractional cointegrated VAR approach
Year of publication: |
2013
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Authors: | Dimitriou, Dimitrios |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 8, p. 901-906
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Subject: | Fractional cointegrated VAR | Monetary policy | Financial crises | US analysis | Kointegration | Cointegration | VAR-Modell | VAR model | Zins | Interest rate | Geldpolitik | Schätzung | Estimation | Theorie | Theory | Geldmenge | Money supply |
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