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Evidence on structural instability in the Japanese money demand function

Tang, Chor Foon - In: Margin: the journal of applied economic research 7 (2013) 3, pp. 255-272

Persistent link: https://www.econbiz.de/10010353779

Individual heterogeneity and program evaluation

Shen, Yan - 2003

Persistent link: https://www.econbiz.de/10003379194

Aggregate vs. disaggregate data analysis : a paradox in the estimation of a money demand function of Japan under the low interest rate policy

Hsiao, Cheng; Shen, Yan; Fujiki, Hiroshi - In: Journal of applied econometrics 20 (2005) 5, pp. 579-601

Persistent link: https://www.econbiz.de/10003121139

Aggregate vs disaggregate data analysis : a paradox in the estimation of money demand function of Japan under the low interest rate policy

Shen, Yan; Hsiao, Cheng; Fujiki, Hiroshi - 2003

Persistent link: https://www.econbiz.de/10001737806

Aggregate vs Disaggregate Data Analysis - a Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy

Hsiao, Cheng; Shen, Yan; Fujiki, Hiroshi - 2005

We use Japanese aggregate and disaggregate money demand data to show that conflicting inferences can arise. The aggregate data appears to support the contention that there was no stable money demand function. The disaggregate data shows that there was a stable money demand function. Neither was...

Persistent link: https://www.econbiz.de/10014067541

Testing for short-run threshold effects in a vector error-correction framework : a reappraisal of the stability of the US money demand

Lieb, Lenard; Candelon, Bertrand - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 355-376

Persistent link: https://www.econbiz.de/10011339429

Modelling money demand : further evidence from an international comparison

Jawadi, Fredj; Sousa, Ricardo M. - In: Applied economics letters 20 (2013) 10/12, pp. 1052-1055

Persistent link: https://www.econbiz.de/10010195935

Dynamic econometrics in action: a biography of David F. Hendry

Ericsson, Neil R. - 2021

Persistent link: https://www.econbiz.de/10012589414

Model stability test of money demand by monthly time series using CUSUM and MOSUM tests : evidence from Turkey

Talaş, Emrah; Kaplan, Fatih; Çelik, Ali Kemal - In: Research in world economy 4 (2013) 2, pp. 36-42

Persistent link: https://www.econbiz.de/10010210719

Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector

Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398

Persistent link: https://www.econbiz.de/10011649116

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