Binner, Jane M.; Bissoondeeal, Rakesh K.; Elger, C. Thomas - In: Journal of International Money and Finance 28 (2009) 1, pp. 99-114
We use the Fleissig and Whitney [Fleissig, A.R., Whitney, G.A., 2003. A new PC-based test for Varian's weak separability conditions. Journal of Business and Economics Statistics 21 (1), 133-144] weak separability test to determine admissible levels of monetary aggregation for the Euro area. We...
