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...
| Publicado en: | Manchester School (14636786) Vol. 74; no. 2; pp. 214 - 231 |
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| Formato: | Artículo |
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Wiley-Blackwell
March 2006
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| Acceso en línea: | Ver este registro en EBSCOhost |