Testing the "Inaction corridor" in a three-regime threshold error correction model with an application to a buffer-stock model for US money demand
Year of publication: |
2011
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Authors: | Krishnakumar, Jayalakshmi ; Neto, David |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 40.2011, 1/2, p. 29-43
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Subject: | Geldnachfrage | Money demand | Ökonometrisches Modell | Econometric model | Kointegration | Cointegration | USA | United States | 1980-2004 |
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