The stability of German money demand: Tests of the cointegration relation
- 1 June 1995
- journal article
- Published by Springer Nature in Review of World Economics
- Vol. 131 (2) , 286-301
- https://doi.org/10.1007/bf02707436
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Cointegration in partial systems and the efficiency of single-equation analysisPublished by Elsevier ,2002
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix EstimationEconometrica, 1991
- Optimal Inference in Cointegrated SystemsEconometrica, 1991
- Testing for the Constancy of Parameters over TimeJournal of the American Statistical Association, 1989
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- The short-run demand for money in germany: Some caveats for empirical workReview of World Economics, 1985
- The stability of the West German demand for money, 1965—1982Review of World Economics, 1984
- On the formulation of empirical models in dynamic econometricsJournal of Econometrics, 1982
- Money Demand and Foreign Exchange Risk: The German Case, 1972–1976The Journal of Finance, 1980
- Tests of Equality Between Sets of Coefficients in Two Linear RegressionsEconometrica, 1960