Testing for short-run threshold effects in a vector error-correction framework : a reappraisal of the stability of the US money demand
Lenard Lieb and Bertrand Candelon
| Year of publication: |
2015
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|---|---|
| Authors: | Lieb, Lenard ; Candelon, Bertrand |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 3, p. 355-376
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| Subject: | co-integration | money demand | nonlinearity | threshold vector autoregression | Geldnachfrage | Money demand | Kointegration | Cointegration | VAR-Modell | VAR model | Schätzung | Estimation | USA | United States | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Geldmenge | Money supply |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Other identifiers: | 10.1515/snde-2013-0091 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339429