Research Catalog
Aggregate money demand functions : empirical applications in cointegrated systems
- Title
- Aggregate money demand functions : empirical applications in cointegrated systems / Dennis L. Hoffman, Robert H. Rasche.
- Author
- Hoffman, Dennis L.
- Publication
- Boston, Mass : Kluwer Academic Publishers, 1996.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG226.5 .H62 1996 | Off-site |
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Details
- Additional Authors
- Rasche, Robert H.
- Description
- viii, 266 pages; 24 cm
- Subject
- Bibliography (note)
- Includes bibliographical references and indexes.
- Contents
- 1. Background -- 2. The Development and Failures of the Empirical Literature on the Demand for Money -- 3. Identification, Estimation, and Inference in Cointegrated Systems -- 4. A Framework for Structural and Dynamic Analysis in Cointegrated Systems -- 5. A Prototype Economic Model Characterized by Cointegration -- 6. Analysis of Three Variable VECM Models Including Demand Functions for Real Balances -- 7. Higher Dimensional VECM Models With Long-Run Money Demand Functions -- 8. Combining Term Structure and Fisher Effects -- Appendix: Some Extensions of the Goodfriend Errors-In Variables Model.
- ISBN
- 0792397045 (alk. paper)
- LCCN
- 96000468
- OCLC
- 34115541
- ocm34115541
- Owning Institutions
- Columbia University Libraries