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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

Is there a stable money demand function under the low interest rate policy? : A panel data analysis

Fujiki, Hiroshi; Hsiao, Cheng; Shen, Yan - In: Monetary and economic studies 20 (2002) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10001669832

Is there a stable money demand function under the low interest rate policy? : A panel data analysis

Fujiki, Hiroshi; Hsiao, Cheng; Shen, Yan - 2001

Persistent link: https://www.econbiz.de/10001636622

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

Nonstationary time-series modeling versus structural equation modeling : with an application to Japanese money demand

Hsiao, Cheng - In: Monetary and economic studies 16 (1998) 1, pp. 57-79

Persistent link: https://www.econbiz.de/10001241537

Disentangling the effects of multiple treatments : measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake

Fujiki, Hiroshi; Hsiao, Cheng - In: Journal of econometrics 186 (2015) 1, pp. 66-73

Persistent link: https://www.econbiz.de/10011349547

Aggregate and household demand for money : evidence from the public opinion survey on household financial assets and liabilities

Fujiki, Hiroshi; Hsiao, Cheng - In: Monetary and economic studies 26 (2008), pp. 159-193

Persistent link: https://www.econbiz.de/10003789451

Combining opinion surveys with time-series data to forecast the Japanese economy

Hsiao, Cheng; Zhao, Zhongyun - In: The Japanese economic review : the journal of the … 51 (2000) 2, pp. 155-169

Persistent link: https://www.econbiz.de/10001530324

Aggregate and household demand for money : evidence from public opinion survey on household financial assets and liabilities

Fujiki, Hiroshi; Hsiao, Cheng - 2008

Persistent link: https://www.econbiz.de/10003742352

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