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Money, income and causality : an open economy reexamination
Hachemi, Aliouche el- - 1992
Persistent link: https://www.econbiz.de/10000864884
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Causality and cointegration : empirical application for money, interest rates and real income ; the case of France and Japan
Kilponen, Juha; Sone, Koichiro - 1993
Persistent link: https://www.econbiz.de/10000864934
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Alternative methods for multivariate time series analysis with applications to US money-output data
Mittnik, Stefan - 1987
Persistent link: https://www.econbiz.de/10000775562
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Comparison of Box-Jenkins and Bonn monetary model prediction performance
Bhattacharyya, Manmatha N. - 1980
Persistent link: https://www.econbiz.de/10000048511
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Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C. - In: Journal of econometrics 42 (1989) 3, pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
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Vector autoregression evidence on monetarism : another look at the robustness debate
Todd, Richard M. - In: Federal Reserve Bank of Minneapolis quarterly review 14 (1990) 2, pp. 19-37
Persistent link: https://www.econbiz.de/10001090743
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Money-income causality and the neutrality of money
Bergman, Michael U. - 1993 - [2. version]
Persistent link: https://www.econbiz.de/10013359803
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Money-income causality and the neutrality of money
Bergman, Michael U.; Warne, Anders - 1993
Persistent link: https://www.econbiz.de/10000141257
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Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor (contributor); Krätzig, Markus (contributor) - 2008
We present a comprehensive framework for Bayesian estimation of structural nonlinear dynamic economic models on sparse grids. The Smolyak operator underlying the sparse grids approach frees global approximation from the curse of dimensionality and we apply it to a Chebyshev approximation of the...
Persistent link: https://www.econbiz.de/10003636133