Nonstationary stochastic seasonality and the Germany M2 money demand function.
The writer examines nonstationary stochastic seasonality to model the German M2 money demand function using quarterly data for the period spanning 1960-96. He finds empirical evidence in favor of a stable long-run M2 money demand function relying on seasonally unadjusted data, but he points out tha...
| Publicado en: | European Economic Review Vol. 44; no. 1; pp. 61 - 71 |
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| Formato: | Artículo |
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Elsevier Science
January 2000
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| Acceso en línea: | Ver este registro en EBSCOhost |