THE DEMAND FOR MONEY IN THE UNITED-STATES - EVIDENCE FROM COINTEGRATION TESTS

被引：129

作者：

HAFER, RW ^{[1
]}

JANSEN, DW ^{[1
]}

机构：

[1] TEXAS A&M UNIV SYST,ECON,COLLEGE STN,TX 77843

来源：

JOURNAL OF MONEY CREDIT AND BANKING | 1991年 / 23卷 / 02期

关键词：

D O I：

10.2307/1992774

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：155 / 168

页数：14

共 33 条

[1] MONEY DEMAND AND THE TERM STRUCTURE OF INTEREST-RATES - SOME CONSISTENT ESTIMATES [J].

ALLEN, SD ;

HAFER, RW .

JOURNAL OF MONETARY ECONOMICS, 1983, 11 (01) :129-132

[2]

Balke Nathan S., 1986, AM BUSINESS CYCLE

[3] THE ESTIMATION OF PREWAR GROSS NATIONAL PRODUCT - METHODOLOGY AND NEW EVIDENCE [J].

BALKE, NS ;

GORDON, RJ .

JOURNAL OF POLITICAL ECONOMY, 1989, 97 (01) :38-92

[4]

BORDO MD, 1989, SEP FED RES BANK CLE

[5] THE EMPIRICAL RELIABILITY OF MONETARY AGGREGATES AS INDICATORS - 1983-1987 [J].

DARBY, MR ;

MASCARO, AR ;

MARLOW, ML .

ECONOMIC INQUIRY, 1989, 27 (04) :555-585

[6] UNIT ROOTS IN TIME-SERIES MODELS - TESTS AND IMPLICATIONS [J].

DICKEY, DA ;

BELL, WR ;

MILLER, RB .

AMERICAN STATISTICIAN, 1986, 40 (01) :12-26

[7] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].

DICKEY, DA ;

FULLER, WA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431

[8] COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J].

ENGLE, RF ;

GRANGER, CWJ .

ECONOMETRICA, 1987, 55 (02) :251-276

[9]

FEIGE EL, 1977, J ECON LIT, V15, P439

[10]

FRIEDMAN BM, 1978, BROOKINGS PAPERS EC, V3, P593

← 1 2 3 4 →