DOES MONEY MATTER IN CANADA - EVIDENCE FROM A VECTOR ERROR CORRECTION MODEL

被引:17
作者
AMBLER, S
机构
关键词
D O I
10.2307/1928107
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:651 / 658
页数:8
相关论文
共 26 条
[1]   INTEREST-RATE INNOVATIONS AND THE BUSINESS-CYCLE [J].
AMBLER, S ;
PHANEUF, L .
ECONOMICS LETTERS, 1988, 26 (04) :305-309
[3]   MONEY DOES GRANGER-CAUSE OUTPUT IN THE BIVARIATE MONEY OUTPUT RELATION [J].
CHRISTIANO, LJ ;
LJUNGQVIST, L .
JOURNAL OF MONETARY ECONOMICS, 1988, 22 (02) :217-235
[4]   LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J].
DICKEY, DA ;
FULLER, WA .
ECONOMETRICA, 1981, 49 (04) :1057-1072
[5]  
EICHENBAUM M, 1986, NBER MACROECONOMICS, V1
[6]   FORECASTING AND TESTING IN CO-INTEGRATED SYSTEMS [J].
ENGLE, RF ;
YOO, BS .
JOURNAL OF ECONOMETRICS, 1987, 35 (01) :143-159
[7]  
FULLER WA, 1976, INTRO STATISTICAL TI
[8]  
GRANGER C, 1986, OXFORD B ECON STAT, V46, P213
[9]  
GRANGER CW, 1987, ECONOMETRICA, V55, P251
[10]  
HALL SG, 1986, OXFORD B ECON STAT, V48, P229