Canadian Money Demand Functions: Cointegration-Rank Stability.

A study was conducted to investigate Canadian money demand functions with the application of new tests for cointegration and for cointegration-rank stability with unknown change point. Historical data starting in 1872 and shorter spans starting in 1957 and 1968 were analyzed. Findings revealed tha...

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Bibliographic Details

Published in:	Manchester School (14636786) Vol. 74; no. 2; pp. 214 - 231
Main Author:	Haug, Alfred A.
Format:	Article
Published:	Wiley-Blackwell March 2006
Subjects:	Vector autoregression model Mathematical models of economics Demand for money Money Canada
Online Access:	View this record in EBSCOhost