Fractional Cointegration and Aggregate Money Demand Functions.
A study was conducted to explore aggregate money demand relationships in Canada, Germany, Japan, the U.S., and Britain by way of a two-step strategy for testing the null hypothesis of no conintegration against alternatives that are fractionally cointegrated. Findings revealed that the null hypothes...
| Publicado en: | Manchester School (14636786) Vol. 73; no. 6; pp. 737 - 754 |
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| Autores principales: | , |
| Formato: | Artículo |
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Wiley-Blackwell
December 2005
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |