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A study cointegration procedures with an application to money demand in Peru
Ghezzi, Piero; Zanforlin, Luisa - 1991
Persistent link: https://www.econbiz.de/10000830044
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The demand for money during the German hyperinflation : a recursive stability analysis
Dufour, Jean-Marie - 1982
Persistent link: https://www.econbiz.de/10000809014
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Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975514
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Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Gong, Frank Fangxiong; Mariano, Roberto S. - 1997
Persistent link: https://www.econbiz.de/10000982524
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A maximum likelihood type estimation method for a disequilibrium model with autocorrelated errors
Jung, Taeyong - 1991
Persistent link: https://www.econbiz.de/10000866743
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Money-income causality and the neutrality of money
Bergman, Michael; Warne, Anders - 1993
Persistent link: https://www.econbiz.de/10000141257
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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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Bank characteristics and the interbank money market : a distributional approach
Olmo, Jose; Iori, Giulia; Kapar, Burcu - 2014
Persistent link: https://www.econbiz.de/10010362465
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A class of time-varying parameter structural VARs for inference under exact or set identification
Bognanni, Mark - 2018
Persistent link: https://www.econbiz.de/10011900748
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A test of nonlinearity in aggregate consumption function : evidences from Japan, Korea, The Philippines and Pakistan
Pant, Hom Moorti - 1988
Persistent link: https://www.econbiz.de/10000781203