Andreadis, Ioannis; Fragkou, Athanasios D.; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-17
properties of the new Center for Financial Stability (CFS) Divisia monetary aggregates for the United States. In this study, we … chaotic explanation of their origin. The application of RPs to broad Divisia monetary aggregates encompasses an additional … broad Divisia monetary aggregates, we identify periods of changes in data-generating processes and associate such changes to …